-97.0%
TSLQ vs CAPR
+107.0%
-204.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.3% | +10.7% | +12.0% |
| 7D | -5.8% | -2.0% | -3.8% | -5.9% |
| 30D | -22.1% | +139.2% | -161.3% | -19.4% |
| 3M | +10.1% | -66.4% | +76.4% | +8.3% |
| 6M | -6.8% | -63.1% | +56.4% | -7.7% |
| YTD | +8.5% | -67.4% | +76.0% | +7.1% |
| 1Y | -49.7% | +58.2% | -108.0% | -42.4% |
| 3Y | -95.6% | +42.2% | -137.8% | -94.3% |
| All | -97.0% | +107.0% | -204.0% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling