-95.4%
TSLQ vs CLBK
+52.3%
-147.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.8% |
| 7D | +5.7% | -1.4% | +7.0% | +4.4% |
| 30D | -21.1% | +4.5% | -25.6% | -18.1% |
| 3M | -11.5% | +22.8% | -34.3% | +5.8% |
| 6M | -14.9% | +43.4% | -58.3% | +17.9% |
| YTD | +2.4% | +64.1% | -61.7% | +61.0% |
| 1Y | -49.8% | +67.6% | -117.3% | -18.4% |
| All | -95.4% | +52.3% | -147.7% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling