+115.8%
COF vs TSLQ
-97.2%
+213.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -1.5% |
| 7D | -6.1% | +5.7% | -11.8% | -5.3% |
| 30D | -5.2% | -21.1% | +15.9% | -7.6% |
| 3M | +17.0% | -11.5% | +28.5% | +17.5% |
| 6M | +12.9% | -14.9% | +27.8% | +14.4% |
| YTD | -13.5% | +2.4% | -16.0% | -9.4% |
| 1Y | -5.9% | -49.8% | +43.9% | -9.3% |
| 3Y | +117.1% | -95.8% | +212.9% | +82.5% |
| All | +115.8% | -97.2% | +213.0% | +83.7% |
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