+41.9%
CMI vs TSLQ
-50.5%
+92.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.0% | -9.2% | +4.1% |
| 7D | -0.7% | -5.8% | +5.1% | -1.3% |
| 30D | -13.4% | -22.1% | +8.7% | -15.7% |
| 3M | -17.0% | +10.1% | -27.0% | -14.2% |
| 6M | -1.6% | -6.8% | +5.1% | +1.2% |
| YTD | +11.0% | +8.5% | +2.4% | +15.3% |
| 1Y | +41.9% | -49.7% | +91.6% | +49.6% |
| All | +41.9% | -50.5% | +92.4% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling