-99.6%
CYCU vs TSLQ
-77.7%
-21.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.8% |
| 7D | -2.5% | +5.7% | -8.2% | -0.9% |
| 30D | -25.6% | -21.1% | -4.5% | -28.6% |
| 3M | -39.7% | -11.5% | -28.2% | -42.9% |
| 6M | -74.6% | -14.9% | -59.7% | -75.7% |
| YTD | -84.1% | +2.4% | -86.6% | -84.7% |
| 1Y | -92.5% | -49.8% | -42.7% | -93.2% |
| All | -99.6% | -77.7% | -21.9% | -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 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