-97.7%
TSLQ vs CRL
+63.0%
-160.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -6.3% |
| 7D | -7.3% | +5.0% | -12.3% | -3.6% |
| 30D | -13.2% | +13.5% | -26.7% | -4.8% |
| 3M | -37.6% | +21.5% | -59.2% | -28.5% |
| 6M | -9.3% | +103.4% | -112.7% | +39.9% |
| YTD | -19.1% | +71.8% | -90.8% | +17.1% |
| 1Y | -27.2% | +97.5% | -124.7% | +15.3% |
| 3Y | -97.1% | +99.2% | -196.3% | -93.9% |
| All | -97.7% | +63.0% | -160.7% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling