+182.1%
CRH vs TSLQ
-97.1%
+279.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.9% |
| 7D | -5.6% | -3.2% | -2.4% | -5.9% |
| 30D | -8.4% | -13.9% | +5.5% | -9.6% |
| 3M | -16.1% | +3.8% | -19.9% | -14.4% |
| 6M | -10.2% | -15.9% | +5.7% | -9.4% |
| YTD | -27.9% | +5.0% | -32.9% | -25.0% |
| 1Y | -20.6% | -31.4% | +10.7% | -20.1% |
| 3Y | +68.9% | -95.2% | +164.1% | +49.4% |
| All | +182.1% | -97.1% | +279.2% | +158.1% |
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 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