+32.6%
CMS vs TSLQ
-95.5%
+128.1%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.7% |
| 7D | -1.3% | +5.7% | -7.0% | -1.4% |
| 30D | -2.8% | -21.1% | +18.3% | -2.6% |
| 3M | -7.1% | -11.5% | +4.4% | -7.2% |
| 6M | -10.0% | -14.9% | +4.9% | -10.1% |
| YTD | -0.9% | +2.4% | -3.4% | -1.1% |
| 1Y | -2.0% | -49.8% | +47.8% | -1.9% |
| All | +32.6% | -95.5% | +128.1% | +34.9% |
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