-49.7%
TSLQ vs CPAY
+29.9%
-79.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.8% | +11.7% |
| 7D | -5.8% | +2.1% | -7.9% | -5.1% |
| 30D | -22.1% | +5.5% | -27.6% | -20.5% |
| 3M | +10.1% | +16.6% | -6.5% | +16.5% |
| 6M | -6.8% | +26.7% | -33.4% | +3.3% |
| YTD | +8.5% | +38.4% | -29.8% | +24.3% |
| 1Y | -49.7% | +30.1% | -79.9% | -48.9% |
| All | -49.7% | +29.9% | -79.6% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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