+94.8%
FDX vs TSLQ
-97.3%
+192.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -2.3% | -8.0% | +5.7% | -2.9% |
| 30D | -4.9% | -23.8% | +18.9% | -6.7% |
| 3M | -6.5% | -7.0% | +0.6% | -5.7% |
| 6M | +6.7% | -17.1% | +23.8% | +7.3% |
| YTD | +33.9% | +0.1% | +33.8% | +37.4% |
| 1Y | +72.2% | -51.2% | +123.4% | +67.5% |
| 3Y | +60.2% | -95.9% | +156.2% | +42.5% |
| All | +94.8% | -97.3% | +192.1% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling