-53.4%
FIS vs TSLQ
-97.2%
+43.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.3% |
| 7D | -8.9% | +5.7% | -14.6% | -8.6% |
| 30D | -9.9% | -21.1% | +11.2% | -10.8% |
| 3M | 0.0% | -11.5% | +11.5% | +0.1% |
| 6M | -22.9% | -14.9% | -8.0% | -22.7% |
| YTD | -40.9% | +2.4% | -43.3% | -39.8% |
| 1Y | -40.4% | -49.8% | +9.3% | -41.6% |
| 3Y | -25.4% | -95.8% | +70.5% | -32.0% |
| All | -53.4% | -97.2% | +43.8% | -58.3% |
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 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