+927.0%
FLEX vs TSLQ
-97.0%
+1,024.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.0% | -10.5% | +3.5% |
| 7D | -0.9% | -5.8% | +4.9% | -1.6% |
| 30D | -10.1% | -22.1% | +11.9% | -13.4% |
| 3M | -31.3% | +10.1% | -41.4% | -27.5% |
| 6M | +71.3% | -6.8% | +78.0% | +79.8% |
| YTD | +81.2% | +8.5% | +72.7% | +95.9% |
| 1Y | +98.5% | -49.7% | +148.2% | +96.9% |
| 3Y | +428.2% | -95.6% | +523.9% | +359.0% |
| All | +927.0% | -97.0% | +1,024.0% | +856.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling