+3.1%
FERG vs TSLQ
-17.8%
+20.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.4% | -3.7% | +3.2% |
| 7D | +7.7% | +9.8% | -2.1% | +8.5% |
| 30D | +11.5% | -6.0% | +17.5% | +11.2% |
| 3M | -2.4% | -35.0% | +32.6% | -5.3% |
| 6M | -4.0% | -24.9% | +21.0% | -4.7% |
| YTD | +13.4% | -12.7% | +26.0% | +15.3% |
| 1Y | +3.1% | -21.0% | +24.1% | +4.1% |
| All | +3.1% | -17.8% | +20.8% | +4.1% |
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 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