+420.1%
CORZ vs TSLQ
-96.1%
+516.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.0% | +2.6% |
| 7D | +8.4% | -5.8% | +14.1% | +7.5% |
| 30D | -17.8% | -22.1% | +4.3% | -21.6% |
| 3M | -35.9% | +10.1% | -46.0% | -31.5% |
| 6M | +12.9% | -6.8% | +19.7% | +19.0% |
| YTD | +22.9% | +8.5% | +14.3% | +35.6% |
| 1Y | +31.4% | -49.7% | +81.1% | +27.8% |
| All | +420.1% | -96.1% | +516.1% | +380.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling