+28.0%
CNH vs TSLQ
-50.5%
+78.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.0% | -7.9% | +4.9% |
| 7D | +23.3% | -5.8% | +29.1% | +22.7% |
| 30D | +33.5% | -22.1% | +55.6% | +31.1% |
| 3M | +32.7% | +10.1% | +22.7% | +35.4% |
| 6M | +22.2% | -6.8% | +28.9% | +24.4% |
| YTD | +57.7% | +8.5% | +49.2% | +60.7% |
| 1Y | +28.0% | -49.7% | +77.7% | +37.6% |
| All | +28.0% | -50.5% | +78.5% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling