-36.3%
FICO vs TSLQ
-10.8%
-25.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +12.0% | -28.7% | -16.4% |
| 7D | -19.2% | -5.8% | -13.4% | -18.7% |
| 30D | -14.6% | -22.1% | +7.5% | -13.5% |
| 3M | -20.1% | +10.1% | -30.1% | -19.2% |
| 6M | -36.3% | -6.8% | -29.6% | -36.8% |
| All | -36.3% | -10.8% | -25.5% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling