-27.2%
TSLQ vs COO
-11.7%
-15.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.8% |
| 7D | -7.3% | -2.3% | -5.0% | -7.3% |
| 30D | -13.2% | +13.3% | -26.5% | -12.9% |
| 3M | -37.6% | -18.1% | -19.6% | -39.6% |
| 6M | -9.3% | +6.7% | -16.0% | -6.3% |
| YTD | -19.1% | -23.2% | +4.2% | -32.3% |
| 1Y | -27.2% | -12.3% | -14.9% | -35.3% |
| All | -27.2% | -11.7% | -15.5% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling