+68.6%
CSX vs TSLQ
-96.3%
+164.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.4% | +5.0% | -3.6% |
| 7D | -5.5% | +19.7% | -25.2% | -4.9% |
| 30D | +4.9% | +4.1% | +0.8% | +5.2% |
| 3M | -2.9% | -30.9% | +28.0% | -3.7% |
| 6M | +8.3% | -13.6% | +22.0% | +8.7% |
| YTD | +36.7% | -2.6% | +39.3% | +38.5% |
| 1Y | +41.5% | -10.4% | +51.9% | +43.2% |
| 3Y | +68.6% | -96.4% | +165.0% | +59.4% |
| All | +68.6% | -96.3% | +164.9% | +59.4% |
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 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