+32.7%
FITB vs TSLQ
-32.4%
+65.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.3% |
| 7D | +2.8% | -16.8% | +19.6% | +2.0% |
| 30D | +9.8% | -18.0% | +27.7% | +9.2% |
| 3M | -5.2% | -34.5% | +29.3% | -6.2% |
| 6M | +17.3% | -8.9% | +26.2% | +18.1% |
| YTD | +19.3% | -19.0% | +38.3% | +18.3% |
| 1Y | +32.7% | -38.2% | +70.9% | +31.2% |
| All | +32.7% | -32.4% | +65.1% | +31.2% |
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