+94.8%
COP vs TSLQ
-97.2%
+192.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.5% |
| 7D | +1.0% | +5.7% | -4.7% | +1.2% |
| 30D | +9.6% | -21.1% | +30.6% | +8.8% |
| 3M | +15.0% | -11.5% | +26.6% | +15.0% |
| 6M | +21.8% | -14.9% | +36.7% | +21.8% |
| YTD | +49.6% | +2.4% | +47.2% | +51.7% |
| 1Y | +49.9% | -49.8% | +99.6% | +47.0% |
| 3Y | +22.6% | -95.8% | +118.4% | +14.4% |
| All | +94.8% | -97.2% | +192.0% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling