+425.9%
CORZ vs TSLQ
-96.4%
+522.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | +7.6% | -8.0% | +15.6% | +6.2% |
| 30D | -6.9% | -23.8% | +16.8% | -11.6% |
| 3M | -33.0% | -7.0% | -26.0% | -31.4% |
| 6M | +19.3% | -17.1% | +36.4% | +22.5% |
| YTD | +24.2% | +0.1% | +24.2% | +34.9% |
| 1Y | +24.5% | -51.2% | +75.7% | +20.4% |
| All | +425.9% | -96.4% | +522.2% | +378.1% |
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