-95.9%
TSLQ vs CAPR
+42.0%
-137.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.6% | -4.3% | -8.1% |
| 7D | -8.6% | -9.5% | +0.9% | -8.9% |
| 30D | -24.9% | +121.5% | -146.4% | -22.6% |
| 3M | -1.5% | -65.4% | +63.8% | -2.9% |
| 6M | -18.1% | -67.5% | +49.5% | -19.2% |
| YTD | -0.1% | -68.6% | +68.5% | -1.5% |
| 1Y | -51.4% | +42.7% | -94.0% | -45.0% |
| 3Y | -95.9% | +43.4% | -139.3% | -94.4% |
| All | -95.9% | +42.0% | -137.9% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling