+19.6%
CMS vs TSLQ
-97.3%
+116.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.4% | +0.5% |
| 7D | +1.2% | -8.6% | +9.8% | +1.3% |
| 30D | -3.2% | -24.9% | +21.7% | -3.1% |
| 3M | -2.2% | -1.5% | -0.7% | -2.2% |
| 6M | -9.4% | -18.1% | +8.6% | -9.4% |
| YTD | +0.7% | -0.1% | +0.8% | +0.8% |
| 1Y | +0.4% | -51.4% | +51.7% | +0.2% |
| 3Y | +35.2% | -95.9% | +131.1% | +33.9% |
| All | +19.6% | -97.3% | +116.8% | +24.5% |
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