-8.9%
TSLQ vs CPB
+15.2%
-24.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.6% | +2.4% |
| 7D | -16.8% | -1.6% | -15.3% | -16.3% |
| 30D | -18.0% | +19.2% | -37.2% | -21.7% |
| 3M | -34.5% | -0.9% | -33.5% | -35.1% |
| 6M | -8.9% | +15.2% | -24.2% | -22.5% |
| All | -8.9% | +15.2% | -24.1% | -22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling