+43.0%
CMG vs TSLQ
-97.2%
+140.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -2.1% | -6.6% | +4.5% | -2.6% |
| 30D | +10.9% | -24.3% | +35.2% | +8.7% |
| 3M | +15.8% | -3.6% | +19.5% | +16.9% |
| 6M | +6.9% | -12.0% | +18.9% | +7.9% |
| YTD | -2.2% | +1.4% | -3.5% | +0.6% |
| 1Y | -7.1% | -43.6% | +36.5% | -8.5% |
| 3Y | -7.1% | -95.4% | +88.3% | -17.0% |
| All | +43.0% | -97.2% | +140.2% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling