-97.7%
TSLQ vs CHD
+26.0%
-123.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.5% |
| 7D | -16.8% | +3.6% | -20.5% | -17.3% |
| 30D | -18.0% | +10.4% | -28.4% | -19.2% |
| 3M | -34.5% | +12.2% | -46.7% | -35.6% |
| 6M | -8.9% | +19.9% | -28.8% | -11.0% |
| YTD | -19.0% | +36.4% | -55.4% | -20.7% |
| 1Y | -38.2% | +35.1% | -73.3% | -39.5% |
| 3Y | -96.9% | +29.2% | -126.1% | -96.9% |
| All | -97.7% | +26.0% | -123.7% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling