-97.2%
TSLQ vs COO
-6.4%
-90.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.7% | -5.2% | -9.5% |
| 7D | -8.6% | -2.3% | -6.3% | -9.7% |
| 30D | -24.9% | -8.8% | -16.1% | -28.7% |
| 3M | -1.5% | +1.3% | -2.9% | -0.5% |
| 6M | -18.1% | -11.6% | -6.5% | -24.8% |
| YTD | -0.1% | -17.4% | +17.3% | -11.7% |
| 1Y | -51.4% | -1.6% | -49.8% | -51.6% |
| 3Y | -95.9% | -22.6% | -73.3% | -96.0% |
| All | -97.2% | -6.4% | -90.8% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling