+51.8%
CNP vs TSLQ
-97.0%
+148.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.0% | -12.8% | -0.7% |
| 7D | +1.1% | -5.8% | +6.9% | +1.1% |
| 30D | -1.8% | -22.1% | +20.3% | -2.0% |
| 3M | -4.6% | +10.1% | -14.7% | -4.4% |
| 6M | -8.8% | -6.8% | -2.1% | -8.7% |
| YTD | +5.2% | +8.5% | -3.3% | +5.7% |
| 1Y | +8.3% | -49.7% | +58.0% | +7.7% |
| 3Y | +54.9% | -95.6% | +150.5% | +50.0% |
| All | +51.8% | -97.0% | +148.8% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling