+72.2%
CTVA vs TSLQ
-97.3%
+169.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -5.8% | -8.0% | +2.2% | -6.1% |
| 30D | +11.1% | -23.8% | +34.8% | +10.0% |
| 3M | +13.2% | -7.0% | +20.2% | +13.6% |
| 6M | +8.7% | -17.1% | +25.8% | +9.1% |
| YTD | +27.3% | +0.1% | +27.2% | +29.1% |
| 1Y | +18.0% | -51.2% | +69.2% | +16.0% |
| 3Y | +76.5% | -95.9% | +172.4% | +62.8% |
| All | +72.2% | -97.3% | +169.4% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling