-21.0%
CRWV vs TSLQ
-49.6%
+28.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.4% |
| 7D | -0.4% | -6.6% | +6.2% | -1.9% |
| 30D | -17.4% | -24.3% | +6.9% | -22.6% |
| 3M | -7.1% | -3.6% | -3.4% | -4.7% |
| 6M | +8.6% | -12.0% | +20.5% | +11.3% |
| YTD | +24.3% | +1.4% | +22.9% | +32.9% |
| 1Y | -21.0% | -43.6% | +22.5% | -19.6% |
| All | -21.0% | -49.6% | +28.6% | -19.6% |
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