+86.1%
FLEX vs TSLQ
-49.1%
+135.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -3.6% |
| 7D | +0.1% | +5.7% | -5.6% | +1.7% |
| 30D | -11.8% | -21.1% | +9.3% | -16.2% |
| 3M | -22.6% | -11.5% | -11.1% | -20.9% |
| 6M | +77.3% | -14.9% | +92.2% | +86.1% |
| YTD | +78.8% | +2.4% | +76.3% | +93.6% |
| 1Y | +86.1% | -49.8% | +135.8% | +98.3% |
| All | +86.1% | -49.1% | +135.1% | +98.3% |
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