-80.3%
FIG vs TSLQ
-60.0%
-20.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -8.0% | +2.3% | -6.4% |
| 7D | -16.4% | -8.6% | -7.8% | -16.9% |
| 30D | -2.3% | -24.9% | +22.6% | -4.4% |
| 3M | +7.8% | -1.5% | +9.3% | +8.8% |
| 6M | -21.8% | -18.1% | -3.8% | -23.4% |
| YTD | -39.1% | -0.1% | -39.0% | -37.7% |
| 1Y | -56.6% | -51.4% | -5.3% | -62.4% |
| All | -80.3% | -60.0% | -20.3% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling