-97.0%
TSLQ vs CASY
+298.7%
-395.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.3% | +11.9% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -22.1% | -11.3% | -10.7% | -26.3% |
| 3M | +10.1% | -0.6% | +10.7% | +9.7% |
| 6M | -6.8% | +10.7% | -17.5% | +1.8% |
| YTD | +8.5% | +37.1% | -28.6% | +37.4% |
| 1Y | -49.7% | +52.3% | -102.0% | -30.9% |
| 3Y | -95.6% | +215.2% | -310.8% | -91.0% |
| All | -97.0% | +298.7% | -395.7% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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