-28.9%
FICO vs TSLQ
-97.0%
+68.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.6% |
| 7D | +2.2% | -16.8% | +19.1% | +1.1% |
| 30D | +0.1% | -18.0% | +18.0% | -1.0% |
| 3M | -35.2% | -34.5% | -0.7% | -36.3% |
| 6M | -32.4% | -8.9% | -23.4% | -31.5% |
| YTD | -57.4% | -19.0% | -38.4% | -56.8% |
| 1Y | -58.5% | -38.2% | -20.3% | -58.7% |
| 3Y | -28.9% | -96.9% | +68.1% | -39.2% |
| All | -28.9% | -97.0% | +68.2% | -39.2% |
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