-95.9%
TSLQ vs CPB
-40.5%
-55.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.8% | -9.7% | -8.2% |
| 7D | -8.6% | -8.2% | -0.3% | -7.5% |
| 30D | -24.9% | -5.6% | -19.3% | -24.3% |
| 3M | -1.5% | +3.0% | -4.5% | -2.2% |
| 6M | -18.1% | -12.7% | -5.4% | -16.9% |
| YTD | -0.1% | -18.0% | +17.9% | +1.7% |
| 1Y | -51.4% | -31.7% | -19.6% | -50.2% |
| 3Y | -95.9% | -41.0% | -55.0% | -95.7% |
| All | -95.9% | -40.5% | -55.4% | -95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling