+97.1%
FITB vs TSLQ
-97.3%
+194.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.4% | -8.0% | +7.6% | -1.0% |
| 30D | -5.1% | -23.8% | +18.6% | -7.1% |
| 3M | +3.5% | -7.0% | +10.5% | +4.3% |
| 6M | +17.2% | -17.1% | +34.3% | +17.9% |
| YTD | +17.6% | +0.1% | +17.6% | +20.9% |
| 1Y | +23.4% | -51.2% | +74.5% | +19.5% |
| 3Y | +129.7% | -95.9% | +225.7% | +99.9% |
| All | +97.1% | -97.3% | +194.3% | +79.3% |
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 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