+32.8%
CP vs TSLQ
-97.3%
+130.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +0.6% | -8.0% | +8.6% | +0.3% |
| 30D | -0.5% | -23.8% | +23.3% | -1.5% |
| 3M | +0.1% | -7.0% | +7.1% | +0.5% |
| 6M | +7.8% | -17.1% | +24.9% | +8.1% |
| YTD | +22.9% | +0.1% | +22.8% | +24.7% |
| 1Y | +21.3% | -51.2% | +72.5% | +19.0% |
| 3Y | +20.4% | -95.9% | +116.3% | +11.4% |
| All | +32.8% | -97.3% | +130.0% | +24.9% |
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