-46.9%
FISV vs TSLQ
-97.3%
+50.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -6.4% | -8.0% | +1.6% | -6.8% |
| 30D | -6.8% | -23.8% | +16.9% | -8.1% |
| 3M | -10.0% | -7.0% | -2.9% | -9.6% |
| 6M | -20.6% | -17.1% | -3.5% | -20.5% |
| YTD | -27.6% | +0.1% | -27.6% | -26.2% |
| 1Y | -64.3% | -51.2% | -13.2% | -65.1% |
| 3Y | -60.0% | -95.9% | +35.9% | -63.7% |
| All | -46.9% | -97.3% | +50.3% | -50.3% |
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 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