+130.7%
FIX vs TSLQ
-49.0%
+179.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.0% | +10.3% | +0.7% |
| 7D | +6.1% | -8.6% | +14.6% | +4.3% |
| 30D | -2.7% | -24.9% | +22.2% | -7.9% |
| 3M | -10.9% | -1.5% | -9.4% | -7.3% |
| 6M | +29.0% | -18.1% | +47.1% | +32.6% |
| YTD | +76.9% | -0.1% | +77.0% | +89.0% |
| 1Y | +130.7% | -51.4% | +182.1% | +141.5% |
| All | +130.7% | -49.0% | +179.8% | +141.5% |
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