+942.5%
CRDO vs TSLQ
-95.6%
+1,038.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.4% |
| 7D | -4.5% | -6.6% | +2.1% | -6.1% |
| 30D | -39.2% | -24.3% | -14.9% | -43.2% |
| 3M | -38.5% | -3.6% | -34.8% | -35.9% |
| 6M | +40.6% | -12.0% | +52.5% | +48.8% |
| YTD | +13.2% | +1.4% | +11.9% | +26.8% |
| 1Y | +2.3% | -43.6% | +45.8% | +4.4% |
| 3Y | +942.5% | -95.4% | +1,037.9% | +779.0% |
| All | +942.5% | -95.6% | +1,038.1% | +779.0% |
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