-6.8%
TSLQ vs CAPR
-64.4%
+57.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.3% | +10.7% | +12.0% |
| 7D | -5.8% | -2.0% | -3.8% | -5.8% |
| 30D | -22.1% | +139.2% | -161.3% | -22.5% |
| 3M | +10.1% | -66.4% | +76.4% | +7.1% |
| 6M | -6.8% | -63.1% | +56.4% | -0.5% |
| All | -6.8% | -64.4% | +57.7% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling