+35.5%
CP vs TSLQ
-96.9%
+132.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.3% |
| 7D | +2.8% | +4.7% | -1.9% | +3.1% |
| 30D | +11.0% | -5.6% | +16.6% | +11.0% |
| 3M | +3.8% | -34.6% | +38.4% | +2.6% |
| 6M | +9.5% | -11.4% | +20.8% | +10.2% |
| YTD | +28.2% | -14.1% | +42.3% | +29.5% |
| 1Y | +33.0% | -20.7% | +53.7% | +34.0% |
| 3Y | +35.5% | -96.9% | +132.4% | +32.7% |
| All | +35.5% | -96.9% | +132.5% | +32.7% |
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 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