+3.1%
FICO vs TSLQ
-95.6%
+98.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +12.0% | -28.7% | -15.9% |
| 7D | -19.2% | -5.8% | -13.4% | -19.2% |
| 30D | -14.6% | -22.1% | +7.5% | -15.4% |
| 3M | -20.1% | +10.1% | -30.1% | -18.4% |
| 6M | -36.3% | -6.8% | -29.6% | -35.4% |
| YTD | -44.9% | +8.5% | -53.4% | -43.2% |
| 1Y | -38.6% | -49.7% | +11.1% | -40.2% |
| All | +3.1% | -95.6% | +98.7% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling