+49.5%
FE vs TSLQ
-97.3%
+146.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +7.9% | -0.5% |
| 7D | 0.0% | +19.7% | -19.7% | 0.0% |
| 30D | +5.2% | +4.1% | +1.1% | +5.2% |
| 3M | 0.0% | -30.9% | +30.8% | -0.1% |
| 6M | +5.0% | -13.6% | +18.7% | +5.1% |
| YTD | +7.9% | -2.6% | +10.5% | +8.1% |
| 1Y | +6.3% | -10.4% | +16.8% | +6.5% |
| 3Y | +46.0% | -96.4% | +142.4% | +40.9% |
| All | +49.5% | -97.3% | +146.9% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling