-32.5%
TSLQ vs CAPR
+65.7%
-98.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.7% | +5.2% | -3.7% |
| 7D | -26.6% | +19.1% | -45.6% | -26.2% |
| 30D | -17.5% | +48.8% | -66.3% | -16.8% |
| 3M | -41.7% | +144.4% | -186.1% | -40.4% |
| 6M | -16.9% | -67.5% | +50.6% | -17.6% |
| YTD | -21.9% | -64.5% | +42.6% | -22.2% |
| 1Y | -32.5% | +74.4% | -107.0% | -27.2% |
| All | -32.5% | +65.7% | -98.2% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling