-95.9%
TSLQ vs CRL
+37.9%
-133.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.7% | -5.3% | -9.5% |
| 7D | -8.6% | -0.6% | -8.0% | -8.8% |
| 30D | -24.9% | +5.0% | -29.8% | -22.5% |
| 3M | -1.5% | +50.6% | -52.1% | +25.9% |
| 6M | -18.1% | +60.9% | -79.0% | +12.5% |
| YTD | -0.1% | +40.7% | -40.9% | +27.5% |
| 1Y | -51.4% | +73.3% | -124.7% | -27.5% |
| 3Y | -95.9% | +40.6% | -136.5% | -92.6% |
| All | -95.9% | +37.9% | -133.8% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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