+81.1%
FDX vs TSLQ
-50.5%
+131.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.0% | -12.5% | 0.0% |
| 7D | -2.5% | -5.8% | +3.3% | -2.7% |
| 30D | +3.8% | -22.1% | +25.9% | +2.7% |
| 3M | -1.3% | +10.1% | -11.4% | -0.2% |
| 6M | +5.0% | -6.8% | +11.8% | +5.9% |
| YTD | +39.6% | +8.5% | +31.1% | +41.4% |
| 1Y | +81.1% | -49.7% | +130.9% | +84.0% |
| All | +81.1% | -50.5% | +131.6% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling