+448.7%
FIX vs TSLQ
-96.3%
+545.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -8.4% | +13.8% | +3.9% |
| 7D | -17.5% | +19.7% | -37.1% | -13.7% |
| 30D | -41.6% | +4.1% | -45.7% | -40.0% |
| 3M | -40.6% | -30.9% | -9.7% | -42.6% |
| 6M | -49.4% | -13.6% | -35.7% | -47.2% |
| YTD | +9.2% | -2.6% | +11.8% | +18.3% |
| 1Y | +6.5% | -10.4% | +16.9% | +15.3% |
| 3Y | +448.7% | -96.4% | +545.1% | +366.9% |
| All | +448.7% | -96.3% | +545.0% | +366.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling