+318.0%
CORZ vs TSLQ
-97.2%
+415.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -2.1% |
| 7D | +26.4% | -26.6% | +52.9% | +18.2% |
| 30D | -6.8% | -17.5% | +10.7% | -8.6% |
| 3M | -31.1% | -41.7% | +10.6% | -36.5% |
| 6M | -36.9% | -16.9% | -20.0% | -34.4% |
| YTD | -1.2% | -21.9% | +20.7% | +4.5% |
| 1Y | -12.5% | -32.5% | +20.0% | -9.1% |
| All | +318.0% | -97.2% | +415.2% | +270.4% |
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