-23.9%
FIS vs TSLQ
-95.6%
+71.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.0% | +2.1% | -6.2% |
| 7D | -3.5% | -8.6% | +5.1% | -3.7% |
| 30D | -7.8% | -24.9% | +17.1% | -8.7% |
| 3M | +0.8% | -1.5% | +2.4% | +1.4% |
| 6M | -21.9% | -18.1% | -3.8% | -21.9% |
| YTD | -39.5% | -0.1% | -39.4% | -38.7% |
| 1Y | -41.0% | -51.4% | +10.4% | -41.9% |
| All | -23.9% | -95.6% | +71.8% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling