-2.1%
CTAS vs TSLQ
-50.5%
+48.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.0% | -12.3% | -0.6% |
| 7D | -1.8% | -5.8% | +4.0% | -1.7% |
| 30D | -0.2% | -22.1% | +21.9% | +0.5% |
| 3M | +11.7% | +10.1% | +1.6% | +11.3% |
| 6M | +0.7% | -6.8% | +7.5% | 0.0% |
| YTD | +7.4% | +8.5% | -1.1% | +6.7% |
| 1Y | -2.1% | -49.7% | +47.6% | -2.4% |
| All | -2.1% | -50.5% | +48.4% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling