-97.6%
TSLQ vs CAPR
+95.4%
-193.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.9% | +9.1% | -1.1% |
| 7D | +4.7% | +7.6% | -2.9% | +5.0% |
| 30D | -5.6% | +13.3% | -18.9% | -5.0% |
| 3M | -34.6% | +130.4% | -165.0% | -32.2% |
| 6M | -11.4% | -70.8% | +59.4% | -12.9% |
| YTD | -14.1% | -69.3% | +55.2% | -15.1% |
| 1Y | -20.7% | +59.5% | -80.3% | -9.2% |
| 3Y | -96.9% | +216.8% | -313.7% | -95.8% |
| All | -97.6% | +95.4% | -193.0% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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