+72.2%
CSX vs TSLQ
-95.6%
+167.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.0% | -11.1% | +1.3% |
| 7D | -3.4% | -5.8% | +2.4% | -3.5% |
| 30D | -3.1% | -22.1% | +19.0% | -3.8% |
| 3M | +7.2% | +10.1% | -2.9% | +8.3% |
| 6M | +16.2% | -6.8% | +22.9% | +16.9% |
| YTD | +37.5% | +8.5% | +29.0% | +39.6% |
| 1Y | +53.2% | -49.7% | +103.0% | +50.8% |
| All | +72.2% | -95.6% | +167.9% | +64.0% |
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