+1.6%
FLNC vs TSLQ
-97.2%
+98.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.2% |
| 7D | -4.1% | -6.6% | +2.5% | -5.7% |
| 30D | -24.8% | -24.3% | -0.5% | -29.8% |
| 3M | -59.1% | -3.6% | -55.5% | -56.9% |
| 6M | -42.0% | -12.0% | -30.0% | -37.0% |
| YTD | -49.8% | +1.4% | -51.2% | -42.2% |
| 1Y | +43.1% | -43.6% | +86.6% | +51.9% |
| 3Y | -61.0% | -95.4% | +34.4% | -68.1% |
| All | +1.6% | -97.2% | +98.9% | -18.9% |
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