-24.8%
FICO vs TSLQ
-96.8%
+72.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -11.1% | +13.8% | +2.0% |
| 7D | -0.1% | +8.5% | -8.5% | +0.7% |
| 30D | +8.4% | -4.8% | +13.2% | +8.3% |
| 3M | -30.5% | -34.9% | +4.4% | -31.8% |
| 6M | -35.7% | -10.6% | -25.1% | -35.0% |
| YTD | -57.2% | -13.4% | -43.8% | -56.4% |
| 1Y | -58.4% | -25.9% | -32.5% | -58.0% |
| 3Y | -24.8% | -96.9% | +72.1% | -35.2% |
| All | -24.8% | -96.8% | +72.0% | -35.2% |
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