-65.3%
FIS vs TSLQ
-97.9%
+32.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.5% | -2.6% | -6.3% |
| 7D | -3.5% | -26.6% | +23.1% | -4.9% |
| 30D | -19.4% | -17.5% | -1.9% | -19.9% |
| 3M | -31.6% | -41.7% | +10.1% | -33.0% |
| 6M | -32.5% | -16.9% | -15.6% | -32.2% |
| YTD | -56.0% | -21.9% | -34.1% | -55.6% |
| 1Y | -55.5% | -32.5% | -23.0% | -55.4% |
| 3Y | -41.3% | -97.2% | +55.8% | -48.2% |
| All | -65.3% | -97.9% | +32.6% | -69.2% |
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