+165.7%
CNQ vs TSLQ
-97.2%
+262.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.6% |
| 7D | +0.1% | -6.6% | +6.7% | -0.2% |
| 30D | +6.2% | -24.3% | +30.5% | +5.1% |
| 3M | +12.4% | -3.6% | +16.0% | +12.8% |
| 6M | +9.0% | -12.0% | +21.0% | +9.5% |
| YTD | +52.2% | +1.4% | +50.8% | +54.5% |
| 1Y | +65.0% | -43.6% | +108.6% | +62.9% |
| 3Y | +78.8% | -95.4% | +174.2% | +64.7% |
| All | +165.7% | -97.2% | +262.9% | +141.0% |
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 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