+120.2%
FERG vs TSLQ
-97.2%
+217.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.6% |
| 7D | -2.6% | -6.6% | +4.0% | -3.1% |
| 30D | -8.9% | -24.3% | +15.4% | -10.7% |
| 3M | -2.0% | -3.6% | +1.6% | -1.1% |
| 6M | -3.2% | -12.0% | +8.8% | -2.1% |
| YTD | +1.5% | +1.4% | +0.1% | +4.3% |
| 1Y | +0.5% | -43.6% | +44.0% | -0.5% |
| 3Y | +50.4% | -95.4% | +145.8% | +32.9% |
| All | +120.2% | -97.2% | +217.4% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling