-95.4%
TSLQ vs CNI
+19.7%
-115.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -0.1% |
| 7D | -6.6% | -0.4% | -6.2% | -6.9% |
| 30D | -24.3% | -2.7% | -21.6% | -25.9% |
| 3M | -3.6% | +3.9% | -7.5% | +0.5% |
| 6M | -12.0% | +16.4% | -28.3% | +5.5% |
| YTD | +1.4% | +25.8% | -24.4% | +34.0% |
| 1Y | -43.6% | +32.4% | -75.9% | -18.9% |
| 3Y | -95.4% | +19.1% | -114.5% | -92.6% |
| All | -95.4% | +19.7% | -115.1% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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