+43.1%
FLNC vs TSLQ
-49.6%
+92.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.0% |
| 7D | -4.1% | -6.6% | +2.5% | -6.7% |
| 30D | -24.8% | -24.3% | -0.5% | -33.2% |
| 3M | -59.1% | -3.6% | -55.5% | -55.7% |
| 6M | -42.0% | -12.0% | -30.0% | -34.5% |
| YTD | -49.8% | +1.4% | -51.2% | -37.3% |
| 1Y | +43.1% | -43.6% | +86.6% | +46.9% |
| All | +43.1% | -49.6% | +92.7% | +46.9% |
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 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