-61.1%
FISV vs TSLQ
-50.5%
-10.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.0% | -11.5% | +0.9% |
| 7D | -0.3% | -5.8% | +5.4% | -0.4% |
| 30D | -2.1% | -22.1% | +20.0% | -2.6% |
| 3M | -5.7% | +10.1% | -15.8% | -4.9% |
| 6M | -15.3% | -6.8% | -8.6% | -15.8% |
| YTD | -21.1% | +8.5% | -29.6% | -20.5% |
| 1Y | -61.1% | -49.7% | -11.4% | -61.8% |
| All | -61.1% | -50.5% | -10.6% | -61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling