-46.7%
CSGP vs TSLQ
-97.0%
+50.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.0% | -14.4% | -1.7% |
| 7D | -4.1% | -5.8% | +1.7% | -4.3% |
| 30D | +2.3% | -22.1% | +24.4% | +1.2% |
| 3M | -8.2% | +10.1% | -18.2% | -6.8% |
| 6M | -35.1% | -6.8% | -28.3% | -34.6% |
| YTD | -54.0% | +8.5% | -62.6% | -53.0% |
| 1Y | -65.3% | -49.7% | -15.6% | -66.3% |
| 3Y | -62.6% | -95.6% | +33.1% | -67.0% |
| All | -46.7% | -97.0% | +50.4% | -52.4% |
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