-97.1%
TSLQ vs CPB
-49.3%
-47.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +2.9% |
| 7D | +5.7% | -5.4% | +11.1% | +6.4% |
| 30D | -21.1% | -7.8% | -13.3% | -20.2% |
| 3M | -11.5% | -6.9% | -4.6% | -10.9% |
| 6M | -14.9% | -12.2% | -2.7% | -13.6% |
| YTD | +2.4% | -21.1% | +23.5% | +5.4% |
| 1Y | -49.8% | -33.5% | -16.3% | -47.5% |
| 3Y | -95.8% | -43.2% | -52.6% | -95.4% |
| All | -97.1% | -49.3% | -47.8% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling