-44.7%
CSGP vs TSLQ
-97.1%
+52.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +21.8% | -23.4% | -0.4% |
| 7D | +13.9% | +32.9% | -19.0% | +15.8% |
| 30D | +16.0% | +15.4% | +0.6% | +17.1% |
| 3M | +6.1% | -23.7% | +29.8% | +5.0% |
| 6M | -8.2% | -10.1% | +1.9% | -7.9% |
| YTD | -52.3% | +6.3% | -58.7% | -51.3% |
| 1Y | -54.5% | +4.6% | -59.1% | -53.4% |
| 3Y | -58.6% | -96.0% | +37.5% | -64.1% |
| All | -44.7% | -97.1% | +52.4% | -50.6% |
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 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