-95.4%
TSLQ vs CPAY
+49.1%
-144.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.1% |
| 7D | -6.6% | -2.0% | -4.6% | -8.4% |
| 30D | -24.3% | -0.4% | -23.9% | -24.3% |
| 3M | -3.6% | +16.4% | -20.0% | +11.0% |
| 6M | -12.0% | +23.5% | -35.5% | +9.3% |
| YTD | +1.4% | +35.7% | -34.3% | +41.4% |
| 1Y | -43.6% | +30.2% | -73.7% | -25.0% |
| 3Y | -95.4% | +49.7% | -145.1% | -90.3% |
| All | -95.4% | +49.1% | -144.5% | -90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling