+55.4%
CVS vs TSLQ
-95.5%
+151.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | 0.0% |
| 7D | -2.0% | +5.7% | -7.6% | -1.8% |
| 30D | +1.9% | -21.1% | +23.0% | +1.4% |
| 3M | -2.2% | -11.5% | +9.3% | -2.2% |
| 6M | +26.7% | -14.9% | +41.6% | +27.0% |
| YTD | +22.9% | +2.4% | +20.5% | +24.1% |
| 1Y | +32.9% | -49.8% | +82.7% | +31.7% |
| All | +55.4% | -95.5% | +151.0% | +46.5% |
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