-10.3%
CSGP vs TSLQ
-19.1%
+8.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -8.4% | +3.7% | -4.1% |
| 7D | +1.3% | +19.7% | -18.4% | -0.1% |
| 30D | +10.7% | +4.1% | +6.6% | +10.2% |
| 3M | +3.3% | -30.9% | +34.2% | +5.6% |
| 6M | -10.3% | -13.6% | +3.3% | -12.8% |
| All | -10.3% | -19.1% | +8.8% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling