-49.3%
FIS vs TSLQ
-97.0%
+47.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.9% | -0.3% |
| 7D | +1.1% | -5.8% | +6.9% | +0.9% |
| 30D | -2.2% | -22.1% | +19.9% | -3.2% |
| 3M | +2.1% | +10.1% | -7.9% | +3.6% |
| 6M | -14.7% | -6.8% | -7.9% | -14.0% |
| YTD | -35.7% | +8.5% | -44.2% | -34.4% |
| 1Y | -37.1% | -49.7% | +12.7% | -38.3% |
| 3Y | -20.0% | -95.6% | +75.6% | -27.0% |
| All | -49.3% | -97.0% | +47.7% | -54.5% |
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 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