-49.7%
TSLQ vs CHD
+7.1%
-56.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | -5.8% | -2.7% | -3.1% | -4.3% |
| 30D | -22.1% | -4.6% | -17.5% | -20.1% |
| 3M | +10.1% | +5.0% | +5.0% | +8.3% |
| 6M | -6.8% | -3.2% | -3.5% | -7.5% |
| YTD | +8.5% | +18.6% | -10.1% | +5.0% |
| 1Y | -49.7% | +4.8% | -54.6% | -48.5% |
| All | -49.7% | +7.1% | -56.8% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling