+125.9%
CVE vs TSLQ
-97.0%
+222.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.0% | -13.3% | -0.5% |
| 7D | +2.5% | -5.8% | +8.3% | +2.2% |
| 30D | +16.7% | -22.1% | +38.8% | +15.1% |
| 3M | +9.3% | +10.1% | -0.8% | +11.3% |
| 6M | +43.6% | -6.8% | +50.4% | +45.0% |
| YTD | +93.6% | +8.5% | +85.1% | +98.8% |
| 1Y | +98.8% | -49.7% | +148.5% | +92.7% |
| 3Y | +73.6% | -95.6% | +169.2% | +54.0% |
| All | +125.9% | -97.0% | +222.9% | +110.3% |
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 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