-53.9%
FIS vs TSLQ
-97.3%
+43.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -9.1% | -8.0% | -1.1% | -9.4% |
| 30D | -10.4% | -23.8% | +13.3% | -11.5% |
| 3M | -3.7% | -7.0% | +3.3% | -3.3% |
| 6M | -24.8% | -17.1% | -7.7% | -24.7% |
| YTD | -41.6% | +0.1% | -41.6% | -40.6% |
| 1Y | -42.7% | -51.2% | +8.4% | -44.0% |
| 3Y | -26.2% | -95.9% | +69.7% | -32.8% |
| All | -53.9% | -97.3% | +43.3% | -58.8% |
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 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