-97.0%
TSLQ vs COO
-3.8%
-93.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.5% | +11.1% |
| 7D | -5.8% | -2.2% | -3.6% | -6.9% |
| 30D | -22.1% | -7.0% | -15.1% | -25.1% |
| 3M | +10.1% | +12.2% | -2.2% | +17.7% |
| 6M | -6.8% | -15.1% | +8.3% | -16.6% |
| YTD | +8.5% | -15.1% | +23.6% | -2.4% |
| 1Y | -49.7% | +2.3% | -52.1% | -48.7% |
| 3Y | -95.6% | -23.7% | -72.0% | -95.7% |
| All | -97.0% | -3.8% | -93.2% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling