-21.0%
TSLQ vs CLBK
+65.7%
-86.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.5% | +6.8% |
| 7D | +9.8% | +4.6% | +5.2% | +11.8% |
| 30D | -6.0% | -1.5% | -4.5% | -7.0% |
| 3M | -35.0% | +4.4% | -39.4% | -33.6% |
| 6M | -24.9% | +31.7% | -56.6% | -12.0% |
| YTD | -12.7% | +58.7% | -71.4% | +17.4% |
| 1Y | -21.0% | +64.9% | -85.9% | +14.8% |
| All | -21.0% | +65.7% | -86.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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