-99.6%
CYCU vs TSLQ
-77.9%
-21.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -5.1% |
| 7D | -5.9% | -6.6% | +0.7% | -7.5% |
| 30D | -32.9% | -24.3% | -8.6% | -36.3% |
| 3M | -33.9% | -3.6% | -30.3% | -37.0% |
| 6M | -75.4% | -12.0% | -63.4% | -76.4% |
| YTD | -84.9% | +1.4% | -86.3% | -85.5% |
| 1Y | -93.2% | -43.6% | -49.7% | -93.8% |
| All | -99.6% | -77.9% | -21.7% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling