+1,242.9%
FIX vs TSLQ
-97.6%
+1,340.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -11.1% | +20.5% | +7.4% |
| 7D | -7.2% | +8.5% | -15.7% | -4.6% |
| 30D | -35.1% | -4.8% | -30.3% | -34.3% |
| 3M | -34.3% | -34.9% | +0.6% | -37.1% |
| 6M | -42.9% | -10.6% | -32.3% | -40.2% |
| YTD | +19.5% | -13.4% | +32.8% | +27.0% |
| 1Y | +16.8% | -25.9% | +42.7% | +22.6% |
| 3Y | +506.7% | -96.9% | +603.6% | +398.3% |
| All | +1,242.9% | -97.6% | +1,340.5% | +1,090.4% |
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