-58.8%
FICO vs TSLQ
-22.4%
-36.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -11.1% | +13.8% | +2.5% |
| 7D | -0.1% | +8.5% | -8.5% | +0.1% |
| 30D | +8.4% | -4.8% | +13.2% | +8.4% |
| 3M | -30.5% | -34.9% | +4.4% | -30.6% |
| 6M | -35.7% | -10.6% | -25.1% | -35.1% |
| YTD | -57.2% | -13.4% | -43.8% | -56.2% |
| All | -58.8% | -22.4% | -36.4% | -57.8% |
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 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