-3.7%
FISV vs TSLQ
-17.8%
+14.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.4% | -0.2% | +6.3% |
| 7D | +29.6% | +9.8% | +19.8% | +29.7% |
| 30D | +34.5% | -6.0% | +40.5% | +34.3% |
| 3M | +11.2% | -35.0% | +46.2% | +10.4% |
| 6M | -1.2% | -24.9% | +23.7% | -2.9% |
| YTD | -7.6% | -12.7% | +5.0% | -7.8% |
| 1Y | -3.7% | -21.0% | +17.3% | -4.3% |
| All | -3.7% | -17.8% | +14.1% | -4.3% |
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