-97.8%
TSLQ vs CPB
-45.9%
-51.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -3.3% |
| 7D | -26.6% | -5.8% | -20.8% | -25.6% |
| 30D | -17.5% | +16.5% | -34.0% | -19.4% |
| 3M | -41.7% | -1.1% | -40.6% | -41.8% |
| 6M | -16.9% | +11.5% | -28.4% | -18.7% |
| YTD | -21.9% | -15.7% | -6.2% | -20.5% |
| 1Y | -32.5% | -24.7% | -7.8% | -30.3% |
| 3Y | -97.2% | -37.3% | -59.9% | -96.9% |
| All | -97.8% | -45.9% | -51.9% | -97.6% |
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