+120.8%
FERG vs TSLQ
-97.3%
+218.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.3% |
| 7D | +0.9% | -8.0% | +8.9% | +0.3% |
| 30D | -15.1% | -23.8% | +8.7% | -16.7% |
| 3M | -4.8% | -7.0% | +2.2% | -4.2% |
| 6M | -2.5% | -17.1% | +14.7% | -1.8% |
| YTD | +1.8% | +0.1% | +1.8% | +4.5% |
| 1Y | -0.3% | -51.2% | +50.9% | -2.5% |
| 3Y | +52.9% | -95.9% | +148.8% | +33.1% |
| All | +120.8% | -97.3% | +218.1% | +93.5% |
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