-57.6%
FISV vs TSLQ
-95.6%
+38.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.4% |
| 7D | -2.7% | -6.6% | +3.9% | -3.0% |
| 30D | 0.0% | -24.3% | +24.3% | -1.1% |
| 3M | -2.8% | -3.6% | +0.8% | -2.3% |
| 6M | -11.8% | -12.0% | +0.1% | -11.4% |
| YTD | -23.2% | +1.4% | -24.6% | -22.0% |
| 1Y | -62.0% | -43.6% | -18.4% | -62.4% |
| 3Y | -57.6% | -95.4% | +37.8% | -58.7% |
| All | -57.6% | -95.6% | +38.0% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling