+122.5%
FICO vs TSLQ
-97.3%
+219.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.0% | +8.1% | -0.6% |
| 7D | -15.4% | -8.6% | -6.9% | -15.7% |
| 30D | -10.4% | -24.9% | +14.5% | -11.8% |
| 3M | -22.7% | -1.5% | -21.2% | -21.6% |
| 6M | -36.8% | -18.1% | -18.7% | -36.4% |
| YTD | -44.8% | -0.1% | -44.7% | -43.2% |
| 1Y | -39.3% | -51.4% | +12.0% | -41.4% |
| 3Y | +3.7% | -95.9% | +99.7% | -11.5% |
| All | +122.5% | -97.3% | +219.7% | +90.3% |
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