+65.0%
CTAS vs TSLQ
-95.6%
+160.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.0% | -8.0% | +9.0% | +0.8% |
| 30D | -1.1% | -23.8% | +22.7% | -1.7% |
| 3M | +11.5% | -7.0% | +18.5% | +11.8% |
| 6M | +0.2% | -17.1% | +17.3% | +0.2% |
| YTD | +7.2% | +0.1% | +7.1% | +8.3% |
| 1Y | 0.0% | -51.2% | +51.2% | -1.6% |
| All | +65.0% | -95.6% | +160.6% | +61.4% |
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