+282.7%
FLEX vs TSLQ
-97.0%
+379.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.7% | -7.8% | -3.3% |
| 7D | +7.5% | -16.8% | +24.3% | +4.3% |
| 30D | -25.3% | -18.0% | -7.3% | -26.3% |
| 3M | -39.7% | -34.5% | -5.2% | -42.0% |
| 6M | -47.9% | -8.9% | -38.9% | -45.2% |
| YTD | +24.1% | -19.0% | +43.1% | +30.8% |
| 1Y | +26.0% | -38.2% | +64.2% | +28.4% |
| 3Y | +282.7% | -96.9% | +379.6% | +233.7% |
| All | +282.7% | -97.0% | +379.7% | +233.7% |
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