+98.3%
FITB vs TSLQ
-97.3%
+195.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -1.3% |
| 7D | +2.8% | -8.6% | +11.4% | +2.2% |
| 30D | -4.5% | -24.9% | +20.4% | -6.6% |
| 3M | +5.7% | -1.5% | +7.2% | +7.0% |
| 6M | +17.1% | -18.1% | +35.2% | +17.6% |
| YTD | +18.3% | -0.1% | +18.4% | +21.6% |
| 1Y | +23.9% | -51.4% | +75.3% | +20.0% |
| 3Y | +131.1% | -95.9% | +227.0% | +101.0% |
| All | +98.3% | -97.3% | +195.5% | +80.3% |
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