+90.8%
COP vs TSLQ
-97.0%
+187.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.0% | -13.1% | -0.7% |
| 7D | +3.0% | -5.8% | +8.8% | +2.9% |
| 30D | +17.5% | -22.1% | +39.6% | +16.6% |
| 3M | +13.4% | +10.1% | +3.3% | +14.4% |
| 6M | +17.7% | -6.8% | +24.5% | +18.3% |
| YTD | +46.6% | +8.5% | +38.1% | +48.9% |
| 1Y | +44.6% | -49.7% | +94.3% | +41.6% |
| 3Y | +20.7% | -95.6% | +116.3% | +12.7% |
| All | +90.8% | -97.0% | +187.8% | +87.8% |
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 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