-2.3%
FERG vs TSLQ
-50.5%
+48.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.0% | -9.7% | +3.1% |
| 7D | 0.0% | -5.8% | +5.7% | -0.4% |
| 30D | -10.2% | -22.1% | +11.9% | -11.5% |
| 3M | -0.6% | +10.1% | -10.6% | +1.2% |
| 6M | -6.5% | -6.8% | +0.2% | -5.5% |
| YTD | +4.2% | +8.5% | -4.4% | +6.2% |
| 1Y | -2.3% | -49.7% | +47.5% | +4.6% |
| All | -2.3% | -50.5% | +48.2% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling