+39.6%
CMS vs TSLQ
-96.8%
+136.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.1% | +11.6% | +0.7% |
| 7D | -0.9% | +8.5% | -9.4% | -1.1% |
| 30D | +7.1% | -4.8% | +11.8% | +7.1% |
| 3M | -1.3% | -34.9% | +33.6% | -0.9% |
| 6M | -2.7% | -10.6% | +8.0% | -2.7% |
| YTD | +2.6% | -13.4% | +16.0% | +2.5% |
| 1Y | -2.0% | -25.9% | +23.9% | -2.0% |
| 3Y | +39.6% | -96.9% | +136.5% | +40.2% |
| All | +39.6% | -96.8% | +136.4% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling