+139.4%
COR vs TSLQ
-97.2%
+236.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.8% |
| 7D | -4.8% | +5.7% | -10.5% | -4.9% |
| 30D | -3.7% | -21.1% | +17.4% | -3.4% |
| 3M | +14.3% | -11.5% | +25.9% | +14.3% |
| 6M | -8.5% | -14.9% | +6.4% | -8.6% |
| YTD | -4.4% | +2.4% | -6.8% | -4.7% |
| 1Y | +9.1% | -49.8% | +58.9% | +9.4% |
| 3Y | +85.2% | -95.8% | +181.0% | +86.3% |
| All | +139.4% | -97.2% | +236.6% | +153.4% |
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