+1,577.1%
CRS vs TSLQ
-97.2%
+1,674.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.3% |
| 7D | -6.8% | -6.6% | -0.2% | -7.7% |
| 30D | -16.1% | -24.3% | +8.2% | -19.2% |
| 3M | -21.2% | -3.6% | -17.6% | -19.7% |
| 6M | +8.7% | -12.0% | +20.6% | +11.4% |
| YTD | +41.0% | +1.4% | +39.6% | +48.8% |
| 1Y | +82.7% | -43.6% | +126.2% | +79.8% |
| 3Y | +604.8% | -95.4% | +700.2% | +489.5% |
| All | +1,577.1% | -97.2% | +1,674.3% | +1,384.0% |
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 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