+21.8%
CNH vs TSLQ
-97.8%
+119.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.2% |
| 7D | +3.0% | -16.8% | +19.9% | +1.6% |
| 30D | -0.6% | -18.0% | +17.4% | -1.7% |
| 3M | +14.6% | -34.5% | +49.1% | +11.7% |
| 6M | +11.8% | -8.9% | +20.7% | +13.6% |
| YTD | +30.4% | -19.0% | +49.4% | +32.5% |
| 1Y | +19.1% | -38.2% | +57.3% | +18.7% |
| 3Y | +30.2% | -96.9% | +127.1% | +12.0% |
| All | +21.8% | -97.8% | +119.6% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling