+49.1%
FE vs TSLQ
-97.0%
+146.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.0% | -12.6% | -0.5% |
| 7D | +1.9% | -5.8% | +7.7% | +1.9% |
| 30D | -1.2% | -22.1% | +20.9% | -1.2% |
| 3M | +3.5% | +10.1% | -6.6% | +3.6% |
| 6M | -6.1% | -6.8% | +0.7% | -6.0% |
| YTD | +7.6% | +8.5% | -0.9% | +7.9% |
| 1Y | +11.9% | -49.7% | +61.6% | +11.5% |
| 3Y | +48.4% | -95.6% | +144.1% | +44.4% |
| All | +49.1% | -97.0% | +146.2% | +54.9% |
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