-97.2%
TSLQ vs CLBK
+19.8%
-117.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.1% |
| 7D | -6.6% | -1.5% | -5.1% | -7.4% |
| 30D | -24.3% | -1.0% | -23.3% | -24.7% |
| 3M | -3.6% | +22.9% | -26.5% | +9.8% |
| 6M | -12.0% | +44.2% | -56.2% | +11.7% |
| YTD | +1.4% | +64.0% | -62.6% | +40.0% |
| 1Y | -43.6% | +65.7% | -109.2% | -20.6% |
| 3Y | -95.4% | +54.1% | -149.5% | -92.8% |
| All | -97.2% | +19.8% | -117.0% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling