-97.0%
TSLQ vs CRL
+37.2%
-134.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.7% | +13.6% | +11.1% |
| 7D | -5.8% | -1.0% | -4.8% | -6.2% |
| 30D | -22.1% | +10.7% | -32.7% | -17.4% |
| 3M | +10.1% | +55.3% | -45.2% | +41.7% |
| 6M | -6.8% | +60.7% | -67.4% | +25.7% |
| YTD | +8.5% | +44.6% | -36.1% | +39.1% |
| 1Y | -49.7% | +77.7% | -127.5% | -25.9% |
| 3Y | -95.6% | +37.6% | -133.3% | -92.6% |
| All | -97.0% | +37.2% | -134.2% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling