-79.9%
FIG vs TSLQ
-59.4%
-20.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +4.7% |
| 7D | -3.8% | -6.6% | +2.8% | -4.4% |
| 30D | -2.3% | -24.3% | +22.0% | -4.4% |
| 3M | +20.0% | -3.6% | +23.6% | +20.4% |
| 6M | -16.7% | -12.0% | -4.7% | -17.4% |
| YTD | -37.9% | +1.4% | -39.3% | -36.4% |
| 1Y | -58.5% | -43.6% | -15.0% | -62.4% |
| All | -79.9% | -59.4% | -20.5% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling