+38.1%
CNH vs TSLQ
-97.2%
+135.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.2% | -2.7% |
| 7D | -2.5% | +5.7% | -8.1% | -2.0% |
| 30D | +27.0% | -21.1% | +48.1% | +24.8% |
| 3M | +32.6% | -11.5% | +44.1% | +33.1% |
| 6M | +23.6% | -14.9% | +38.5% | +25.0% |
| YTD | +47.8% | +2.4% | +45.4% | +52.2% |
| 1Y | +21.3% | -49.8% | +71.0% | +19.0% |
| 3Y | +7.0% | -95.8% | +102.8% | -5.4% |
| All | +38.1% | -97.2% | +135.3% | +29.8% |
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