+118.1%
COF vs TSLQ
-95.6%
+213.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.4% |
| 7D | -5.1% | -6.6% | +1.4% | -5.9% |
| 30D | -6.0% | -24.3% | +18.3% | -8.7% |
| 3M | +14.8% | -3.6% | +18.4% | +16.6% |
| 6M | +15.3% | -12.0% | +27.3% | +17.3% |
| YTD | -13.0% | +1.4% | -14.4% | -9.3% |
| 1Y | -5.7% | -43.6% | +37.8% | -7.4% |
| 3Y | +118.1% | -95.4% | +213.5% | +102.4% |
| All | +118.1% | -95.6% | +213.7% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling