-96.9%
TSLQ vs CLBK
+54.0%
-150.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.3% | +3.3% |
| 7D | -16.8% | +0.9% | -17.7% | -16.0% |
| 30D | -18.0% | +3.4% | -21.4% | -15.4% |
| 3M | -34.5% | -4.3% | -30.2% | -36.2% |
| 6M | -8.9% | +28.4% | -37.3% | +14.6% |
| YTD | -19.0% | +59.4% | -78.4% | +25.0% |
| 1Y | -38.2% | +64.8% | -103.0% | -1.2% |
| 3Y | -96.9% | +50.6% | -147.5% | -94.4% |
| All | -96.9% | +54.0% | -150.9% | -94.4% |
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