+22.2%
CNH vs TSLQ
-49.6%
+71.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | -5.7% | -6.6% | +0.9% | -6.1% |
| 30D | +26.6% | -24.3% | +50.9% | +24.1% |
| 3M | +31.1% | -3.6% | +34.7% | +32.4% |
| 6M | +24.9% | -12.0% | +36.8% | +26.6% |
| YTD | +48.7% | +1.4% | +47.3% | +50.9% |
| 1Y | +22.2% | -43.6% | +65.8% | +28.5% |
| All | +22.2% | -49.6% | +71.8% | +28.5% |
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 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