+19.0%
CMS vs TSLQ
-97.0%
+116.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.0% | -12.2% | -0.2% |
| 7D | +0.4% | -5.8% | +6.2% | +0.4% |
| 30D | -3.6% | -22.1% | +18.5% | -3.5% |
| 3M | -1.9% | +10.1% | -12.0% | -1.9% |
| 6M | -11.0% | -6.8% | -4.2% | -11.0% |
| YTD | +0.2% | +8.5% | -8.3% | +0.2% |
| 1Y | -1.3% | -49.7% | +48.4% | -1.5% |
| 3Y | +35.9% | -95.6% | +131.6% | +34.5% |
| All | +19.0% | -97.0% | +116.0% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling