-62.8%
CSGP vs TSLQ
-95.6%
+32.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.0% | -14.4% | -1.9% |
| 7D | -4.1% | -5.8% | +1.7% | -4.2% |
| 30D | +2.3% | -22.1% | +24.4% | +1.4% |
| 3M | -8.2% | +10.1% | -18.2% | -7.1% |
| 6M | -35.1% | -6.8% | -28.3% | -34.7% |
| YTD | -54.0% | +8.5% | -62.6% | -53.2% |
| 1Y | -65.3% | -49.7% | -15.6% | -66.1% |
| All | -62.8% | -95.6% | +32.8% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling