+68.4%
CME vs TSLQ
-97.0%
+165.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.0% | -12.3% | -0.5% |
| 7D | -1.6% | -5.8% | +4.2% | -1.5% |
| 30D | +6.2% | -22.1% | +28.3% | +6.6% |
| 3M | +10.4% | +10.1% | +0.4% | +10.1% |
| 6M | -9.5% | -6.8% | -2.8% | -9.7% |
| YTD | +6.0% | +8.5% | -2.5% | +5.7% |
| 1Y | +9.3% | -49.7% | +59.0% | +9.3% |
| 3Y | +57.7% | -95.6% | +153.3% | +57.8% |
| All | +68.4% | -97.0% | +165.4% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling