+22.0%
COP vs TSLQ
-12.5%
+34.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.2% | +1.4% |
| 7D | +4.4% | -16.8% | +21.3% | +5.5% |
| 30D | 0.0% | -18.0% | +17.9% | +1.0% |
| 3M | +15.0% | -34.5% | +49.5% | +17.9% |
| 6M | +22.0% | -8.9% | +30.9% | +17.8% |
| All | +22.0% | -12.5% | +34.5% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling