+14.4%
FIX vs TSLQ
-17.8%
+32.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.4% | -21.5% | -13.4% |
| 7D | -18.9% | +9.8% | -28.7% | -16.6% |
| 30D | -36.3% | -6.0% | -30.3% | -36.4% |
| 3M | -38.5% | -35.0% | -3.5% | -43.5% |
| 6M | -42.3% | -24.9% | -17.3% | -41.7% |
| YTD | +17.1% | -12.7% | +29.8% | +27.1% |
| 1Y | +14.4% | -21.0% | +35.4% | +23.6% |
| All | +14.4% | -17.8% | +32.2% | +23.6% |
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