+99.9%
FITB vs TSLQ
-97.8%
+197.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.4% |
| 7D | +2.8% | -16.8% | +19.6% | +1.2% |
| 30D | +9.8% | -18.0% | +27.7% | +8.5% |
| 3M | -5.2% | -34.5% | +29.3% | -7.7% |
| 6M | +17.3% | -8.9% | +26.2% | +19.3% |
| YTD | +19.3% | -19.0% | +38.3% | +21.1% |
| 1Y | +32.7% | -38.2% | +70.9% | +31.7% |
| 3Y | +141.6% | -96.9% | +238.5% | +103.8% |
| All | +99.9% | -97.8% | +197.6% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling