+24.5%
COP vs TSLQ
-95.6%
+120.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.5% | -8.0% | +7.5% | -0.7% |
| 30D | +11.7% | -23.8% | +35.5% | +10.8% |
| 3M | +17.7% | -7.0% | +24.7% | +17.9% |
| 6M | +18.3% | -17.1% | +35.4% | +18.3% |
| YTD | +49.1% | +0.1% | +49.0% | +51.0% |
| 1Y | +53.3% | -51.2% | +104.5% | +50.0% |
| All | +24.5% | -95.6% | +120.1% | +9.2% |
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