+1,848.3%
FIX vs TSLQ
-97.3%
+1,945.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +3.5% | -8.0% | +11.5% | +2.3% |
| 30D | -3.5% | -23.8% | +20.3% | -7.3% |
| 3M | -11.8% | -7.0% | -4.8% | -9.9% |
| 6M | +17.8% | -17.1% | +34.9% | +20.6% |
| YTD | +73.3% | +0.1% | +73.3% | +84.4% |
| 1Y | +128.1% | -51.2% | +179.3% | +123.1% |
| 3Y | +772.7% | -95.9% | +868.6% | +636.9% |
| All | +1,848.3% | -97.3% | +1,945.5% | +1,629.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling