-97.2%
TSLQ vs CPB
-47.0%
-50.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -8.0% | -8.0% | 0.0% | -6.8% |
| 30D | -23.8% | -2.4% | -21.4% | -23.6% |
| 3M | -7.0% | +0.5% | -7.6% | -7.4% |
| 6M | -17.1% | -10.5% | -6.6% | -16.0% |
| YTD | +0.1% | -17.5% | +17.6% | +2.4% |
| 1Y | -51.2% | -31.0% | -20.2% | -49.2% |
| 3Y | -95.9% | -40.6% | -55.3% | -95.6% |
| All | -97.2% | -47.0% | -50.2% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling