+18.5%
CMS vs TSLQ
-97.3%
+115.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.2% | -8.0% | +8.2% | +0.2% |
| 30D | -1.3% | -23.8% | +22.5% | -1.2% |
| 3M | -5.4% | -7.0% | +1.6% | -5.4% |
| 6M | -10.3% | -17.1% | +6.8% | -10.3% |
| YTD | -0.2% | +0.1% | -0.3% | -0.2% |
| 1Y | -0.9% | -51.2% | +50.3% | -1.0% |
| 3Y | +34.0% | -95.9% | +129.9% | +32.7% |
| All | +18.5% | -97.3% | +115.7% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling