-83.2%
FIG vs TSLQ
-67.5%
-15.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +3.2% |
| 7D | +3.4% | -16.8% | +20.2% | +1.4% |
| 30D | -9.5% | -18.0% | +8.5% | -10.4% |
| 3M | -26.2% | -34.5% | +8.3% | -28.1% |
| 6M | +2.7% | -8.9% | +11.6% | +4.7% |
| YTD | -48.0% | -19.0% | -29.0% | -47.3% |
| 1Y | -52.0% | -38.2% | -13.8% | -53.7% |
| All | -83.2% | -67.5% | -15.6% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling