-97.1%
TSLQ vs CPAY
+99.9%
-197.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.9% |
| 7D | +5.7% | -2.7% | +8.4% | +3.2% |
| 30D | -21.1% | +0.6% | -21.7% | -20.5% |
| 3M | -11.5% | +17.0% | -28.6% | +1.5% |
| 6M | -14.9% | +24.1% | -39.0% | +4.6% |
| YTD | +2.4% | +35.7% | -33.3% | +39.2% |
| 1Y | -49.8% | +34.0% | -83.8% | -31.6% |
| 3Y | -95.8% | +50.3% | -146.1% | -92.0% |
| All | -97.1% | +99.9% | -197.1% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling