+444.5%
CORZ vs TSLQ
-96.4%
+540.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.0% | +12.7% | +2.9% |
| 7D | +16.6% | -8.6% | +25.1% | +14.8% |
| 30D | -10.9% | -24.9% | +14.0% | -15.6% |
| 3M | -31.0% | -1.5% | -29.5% | -28.4% |
| 6M | +26.0% | -18.1% | +44.1% | +29.1% |
| YTD | +28.6% | -0.1% | +28.8% | +39.6% |
| 1Y | +34.5% | -51.4% | +85.8% | +29.9% |
| All | +444.5% | -96.4% | +540.9% | +394.8% |
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 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