-97.2%
TSLQ vs CAPR
+90.3%
-187.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | 0.0% |
| 7D | -8.0% | -12.6% | +4.6% | -8.4% |
| 30D | -23.8% | +124.4% | -148.2% | -21.3% |
| 3M | -7.0% | -66.8% | +59.8% | -8.5% |
| 6M | -17.1% | -71.8% | +54.7% | -18.7% |
| YTD | +0.1% | -70.1% | +70.1% | -1.5% |
| 1Y | -51.2% | +33.3% | -84.5% | -44.8% |
| 3Y | -95.9% | +36.7% | -132.6% | -94.6% |
| All | -97.2% | +90.3% | -187.5% | -96.1% |
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