+67.9%
FICO vs TSLQ
-97.3%
+165.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +8.0% | -1.1% |
| 7D | -0.9% | +19.7% | -20.6% | +0.7% |
| 30D | +3.3% | +4.1% | -0.8% | +3.8% |
| 3M | -31.7% | -30.9% | -0.9% | -33.0% |
| 6M | -34.0% | -13.6% | -20.3% | -33.4% |
| YTD | -58.3% | -2.6% | -55.7% | -57.1% |
| 1Y | -57.9% | -10.4% | -47.5% | -56.8% |
| 3Y | -24.1% | -96.4% | +72.3% | -36.8% |
| All | +67.9% | -97.3% | +165.3% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling