+1,635.2%
CRS vs TSLQ
-97.3%
+1,732.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.0% | +4.4% | -4.7% |
| 7D | -3.1% | -8.6% | +5.5% | -4.2% |
| 30D | -19.6% | -24.9% | +5.3% | -22.6% |
| 3M | -8.1% | -1.5% | -6.6% | -5.9% |
| 6M | +18.6% | -18.1% | +36.6% | +20.1% |
| YTD | +45.9% | -0.1% | +46.0% | +53.6% |
| 1Y | +82.5% | -51.4% | +133.8% | +75.5% |
| 3Y | +648.9% | -95.9% | +744.8% | +512.5% |
| All | +1,635.2% | -97.3% | +1,732.5% | +1,431.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling