-10.0%
CRM vs TSLQ
-17.8%
+7.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | +2.4% |
| 7D | -6.2% | +9.8% | -16.0% | -5.9% |
| 30D | -1.2% | -6.0% | +4.9% | -1.4% |
| 3M | +19.1% | -35.0% | +54.1% | +17.7% |
| 6M | +23.0% | -24.9% | +47.9% | +20.3% |
| YTD | -13.7% | -12.7% | -1.0% | -13.9% |
| 1Y | -10.0% | -21.0% | +11.0% | -11.0% |
| All | -10.0% | -17.8% | +7.8% | -11.0% |
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 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