-97.6%
TSLQ vs CAPR
+117.0%
-214.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +9.4% | -20.5% | -10.8% |
| 7D | +8.5% | +36.0% | -27.6% | +9.6% |
| 30D | -4.8% | +25.8% | -30.6% | -3.9% |
| 3M | -34.9% | +140.8% | -175.7% | -32.4% |
| 6M | -10.6% | -67.6% | +57.0% | -11.9% |
| YTD | -13.4% | -65.9% | +52.5% | -14.1% |
| 1Y | -25.9% | +66.1% | -92.0% | -15.4% |
| 3Y | -96.9% | +256.9% | -353.8% | -95.8% |
| All | -97.6% | +117.0% | -214.5% | -96.6% |
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