-97.2%
TSLQ vs COO
-12.2%
-85.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.2% | +6.4% | -3.3% |
| 7D | -8.0% | -9.0% | +1.0% | -12.6% |
| 30D | -23.8% | -16.8% | -7.0% | -31.3% |
| 3M | -7.0% | -7.5% | +0.5% | -10.7% |
| 6M | -17.1% | -16.3% | -0.8% | -26.1% |
| YTD | +0.1% | -22.5% | +22.6% | -14.6% |
| 1Y | -51.2% | -7.0% | -44.2% | -52.9% |
| 3Y | -95.9% | -27.5% | -68.5% | -96.1% |
| All | -97.2% | -12.2% | -85.0% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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