+42.2%
CNH vs TSLQ
-97.3%
+139.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +1.8% | -8.0% | +9.8% | +1.2% |
| 30D | +32.6% | -23.8% | +56.4% | +30.0% |
| 3M | +29.4% | -7.0% | +36.4% | +30.5% |
| 6M | +26.0% | -17.1% | +43.1% | +27.1% |
| YTD | +52.2% | +0.1% | +52.2% | +56.4% |
| 1Y | +23.9% | -51.2% | +75.1% | +21.3% |
| 3Y | +10.1% | -95.9% | +106.0% | -2.7% |
| All | +42.2% | -97.3% | +139.4% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling