+73.3%
FDX vs TSLQ
-97.0%
+170.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +0.5% |
| 7D | -2.1% | -7.3% | +5.3% | -2.3% |
| 30D | +10.4% | -13.2% | +23.6% | +9.7% |
| 3M | +0.5% | -37.6% | +38.1% | -2.3% |
| 6M | +6.5% | -9.3% | +15.8% | +8.0% |
| YTD | +40.2% | -19.1% | +59.3% | +42.2% |
| 1Y | +52.1% | -27.2% | +79.3% | +53.4% |
| All | +73.3% | -97.0% | +170.3% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling