-38.8%
FIS vs TSLQ
-97.0%
+58.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.4% | +4.3% |
| 7D | +2.8% | -16.8% | +19.7% | +2.2% |
| 30D | -16.7% | -18.0% | +1.2% | -17.0% |
| 3M | -32.3% | -34.5% | +2.2% | -32.9% |
| 6M | -29.1% | -8.9% | -20.1% | -28.5% |
| YTD | -54.1% | -19.0% | -35.1% | -53.8% |
| 1Y | -53.7% | -38.2% | -15.5% | -53.8% |
| 3Y | -38.8% | -96.9% | +58.1% | -40.5% |
| All | -38.8% | -97.0% | +58.2% | -40.5% |
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