-23.7%
CNC vs TSLQ
-97.2%
+73.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +2.1% |
| 7D | -3.9% | +5.7% | -9.5% | -3.8% |
| 30D | +0.8% | -21.1% | +21.9% | +0.8% |
| 3M | +0.1% | -11.5% | +11.6% | +0.1% |
| 6M | +79.7% | -14.9% | +94.6% | +79.6% |
| YTD | +58.9% | +2.4% | +56.5% | +59.0% |
| 1Y | +109.1% | -49.8% | +158.9% | +108.6% |
| 3Y | 0.0% | -95.8% | +95.8% | -2.8% |
| All | -23.7% | -97.2% | +73.5% | -23.5% |
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 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