-97.2%
TSLQ vs CLBK
+20.8%
-118.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -8.3% |
| 7D | -8.6% | +1.1% | -9.7% | -7.9% |
| 30D | -24.9% | +7.8% | -32.7% | -21.4% |
| 3M | -1.5% | +23.9% | -25.4% | +12.7% |
| 6M | -18.1% | +42.3% | -60.4% | +3.1% |
| YTD | -0.1% | +65.4% | -65.5% | +38.7% |
| 1Y | -51.4% | +70.3% | -121.7% | -30.3% |
| 3Y | -95.9% | +54.5% | -150.4% | -93.6% |
| All | -97.2% | +20.8% | -118.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling