-45.6%
FLEX vs TSLQ
-18.7%
-26.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.8% | +9.6% | +1.6% |
| 7D | +2.2% | -7.3% | +9.6% | +1.6% |
| 30D | -32.6% | -13.2% | -19.4% | -33.4% |
| 3M | -35.5% | -37.6% | +2.1% | -41.5% |
| 6M | -45.6% | -9.3% | -36.2% | -38.2% |
| All | -45.6% | -18.7% | -26.9% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling