-80.8%
FIG vs TSLQ
-58.9%
-21.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.8% |
| 7D | -12.2% | +5.7% | -17.9% | -11.6% |
| 30D | -11.0% | -21.1% | +10.1% | -12.5% |
| 3M | +11.9% | -11.5% | +23.4% | +11.0% |
| 6M | -21.9% | -14.9% | -7.0% | -23.1% |
| YTD | -40.8% | +2.4% | -43.2% | -39.3% |
| 1Y | -56.6% | -49.8% | -6.9% | -62.3% |
| All | -80.8% | -58.9% | -21.9% | -84.2% |
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 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