-97.2%
TSLQ vs CRL
+32.4%
-129.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | -0.3% |
| 7D | -8.0% | -4.6% | -3.4% | -10.3% |
| 30D | -23.8% | +0.5% | -24.3% | -23.4% |
| 3M | -7.0% | +46.6% | -53.6% | +15.5% |
| 6M | -17.1% | +57.3% | -74.4% | +10.3% |
| YTD | +0.1% | +39.5% | -39.5% | +25.7% |
| 1Y | -51.2% | +76.9% | -128.0% | -28.1% |
| 3Y | -95.9% | +39.4% | -135.3% | -93.1% |
| All | -97.2% | +32.4% | -129.6% | -95.1% |
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