-20.5%
CRH vs TSLQ
-20.4%
-0.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.8% |
| 7D | -5.6% | -3.2% | -2.4% | -5.8% |
| 30D | -8.4% | -13.9% | +5.5% | -9.4% |
| 3M | -16.1% | +3.8% | -19.9% | -14.6% |
| 6M | -10.2% | -15.9% | +5.7% | -9.5% |
| YTD | -27.9% | +5.0% | -32.9% | -25.5% |
| All | -20.5% | -20.4% | -0.1% | -18.7% |
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 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