-97.0%
TSLQ vs CPB
-48.3%
-48.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.4% | +15.4% | +12.5% |
| 7D | -5.8% | -8.6% | +2.8% | -4.4% |
| 30D | -22.1% | -7.2% | -14.8% | -21.2% |
| 3M | +10.1% | +0.9% | +9.2% | +9.6% |
| 6M | -6.8% | -11.8% | +5.0% | -5.3% |
| YTD | +8.5% | -19.4% | +27.9% | +11.4% |
| 1Y | -49.7% | -30.4% | -19.3% | -47.6% |
| 3Y | -95.6% | -40.2% | -55.5% | -95.3% |
| All | -97.0% | -48.3% | -48.7% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling