-43.6%
TSLQ vs CAI
-26.7%
-16.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -0.8% |
| 7D | -6.6% | -2.9% | -3.7% | -7.1% |
| 30D | -24.3% | +9.3% | -33.6% | -22.8% |
| 3M | -3.6% | +35.2% | -38.8% | +1.5% |
| 6M | -12.0% | +30.7% | -42.7% | -6.2% |
| YTD | +1.4% | -9.8% | +11.2% | +4.5% |
| 1Y | -43.6% | -28.9% | -14.7% | -43.4% |
| All | -43.6% | -26.7% | -16.8% | -43.4% |
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