+95.4%
CSX vs TSLQ
-97.8%
+193.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.8% | +7.4% | +1.4% |
| 7D | -0.3% | -7.3% | +7.0% | -0.4% |
| 30D | +8.7% | -13.2% | +21.9% | +8.3% |
| 3M | +4.2% | -37.6% | +41.8% | +2.6% |
| 6M | +16.7% | -9.3% | +26.0% | +17.7% |
| YTD | +44.5% | -19.1% | +63.5% | +45.7% |
| 1Y | +50.3% | -27.2% | +77.5% | +51.1% |
| 3Y | +76.3% | -97.1% | +173.4% | +58.6% |
| All | +95.4% | -97.8% | +193.1% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling