+19.2%
CVS vs TSLQ
-97.2%
+116.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | -2.2% | -11.5% | +9.3% | -2.1% |
| 6M | +26.7% | -14.9% | +41.6% | +27.1% |
| YTD | +22.9% | +2.4% | +20.5% | +24.3% |
| 1Y | +32.9% | -49.8% | +82.7% | +31.5% |
| 3Y | +62.3% | -95.8% | +158.1% | +49.6% |
| All | +19.2% | -97.2% | +116.4% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling