+985.8%
FLEX vs TSLQ
-97.2%
+1,083.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.0% |
| 7D | +5.7% | -6.6% | +12.3% | +4.7% |
| 30D | -7.0% | -24.3% | +17.3% | -10.7% |
| 3M | -23.8% | -3.6% | -20.2% | -21.7% |
| 6M | +82.6% | -12.0% | +94.6% | +89.9% |
| YTD | +91.6% | +1.4% | +90.2% | +105.0% |
| 1Y | +100.6% | -43.6% | +144.1% | +102.0% |
| 3Y | +479.8% | -95.4% | +575.2% | +409.7% |
| All | +985.8% | -97.2% | +1,083.0% | +901.4% |
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