+22.1%
CTVA vs TSLQ
-50.5%
+72.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.8% | -0.9% |
| 7D | +4.9% | -5.8% | +10.7% | +4.9% |
| 30D | +11.9% | -22.1% | +34.0% | +12.0% |
| 3M | +13.7% | +10.1% | +3.6% | +13.9% |
| 6M | +13.1% | -6.8% | +19.9% | +13.6% |
| YTD | +32.0% | +8.5% | +23.4% | +32.4% |
| 1Y | +22.1% | -49.7% | +71.8% | +23.3% |
| All | +22.1% | -50.5% | +72.6% | +23.3% |
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