+47.5%
FE vs TSLQ
-97.2%
+144.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.1% |
| 7D | -1.7% | +5.7% | -7.4% | -1.7% |
| 30D | -1.3% | -21.1% | +19.8% | -1.3% |
| 3M | +0.6% | -11.5% | +12.1% | +0.6% |
| 6M | -6.8% | -14.9% | +8.1% | -6.8% |
| YTD | +6.4% | +2.4% | +4.0% | +6.6% |
| 1Y | +11.3% | -49.8% | +61.0% | +10.9% |
| 3Y | +47.1% | -95.8% | +142.9% | +43.2% |
| All | +47.5% | -97.2% | +144.7% | +53.1% |
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