-14.8%
CRH vs TSLQ
-17.8%
+2.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.4% | -0.8% | +6.1% |
| 7D | +14.2% | +9.8% | +4.3% | +15.0% |
| 30D | +19.5% | -6.0% | +25.6% | +19.1% |
| 3M | +0.4% | -35.0% | +35.4% | -2.9% |
| 6M | -10.1% | -24.9% | +14.8% | -10.5% |
| YTD | -19.9% | -12.7% | -7.3% | -17.3% |
| 1Y | -14.8% | -21.0% | +6.2% | -12.1% |
| All | -14.8% | -17.8% | +2.9% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling