+85.0%
COR vs TSLQ
-97.0%
+182.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.8% | +2.9% |
| 7D | +7.8% | -16.8% | +24.7% | +8.1% |
| 30D | +7.0% | -18.0% | +25.0% | +7.3% |
| 3M | +16.3% | -34.5% | +50.7% | +16.9% |
| 6M | +41.3% | -8.9% | +50.2% | +41.1% |
| YTD | +7.1% | -19.0% | +26.1% | +7.0% |
| 1Y | -0.8% | -38.2% | +37.4% | -0.6% |
| 3Y | +85.0% | -96.9% | +181.9% | +87.5% |
| All | +85.0% | -97.0% | +182.0% | +87.5% |
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