-49.7%
TSLQ vs CAI
-31.3%
-18.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.0% | +13.0% | +11.8% |
| 7D | -5.8% | -2.2% | -3.6% | -6.0% |
| 30D | -22.1% | +52.4% | -74.5% | -16.6% |
| 3M | +10.1% | +45.1% | -35.0% | +17.2% |
| 6M | -6.8% | +26.2% | -33.0% | -1.2% |
| YTD | +8.5% | -7.1% | +15.6% | +12.2% |
| 1Y | -49.7% | -31.0% | -18.7% | -52.5% |
| All | -49.7% | -31.3% | -18.5% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling