+98.3%
CRS vs TSLQ
-50.5%
+148.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.0% | -10.3% | +3.2% |
| 7D | -0.2% | -5.8% | +5.6% | -0.8% |
| 30D | -16.6% | -22.1% | +5.5% | -18.9% |
| 3M | -3.5% | +10.1% | -13.5% | +0.3% |
| 6M | +15.4% | -6.8% | +22.2% | +18.7% |
| YTD | +51.2% | +8.5% | +42.7% | +58.2% |
| 1Y | +98.3% | -49.7% | +148.0% | +98.8% |
| All | +98.3% | -50.5% | +148.8% | +98.8% |
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