-63.2%
FLUT vs TSLQ
-17.8%
-45.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.4% | -8.8% | -2.0% |
| 7D | +4.2% | +9.8% | -5.7% | +4.6% |
| 30D | +8.0% | -6.0% | +14.0% | +7.8% |
| 3M | -22.1% | -35.0% | +12.9% | -23.1% |
| 6M | -21.7% | -24.9% | +3.2% | -23.4% |
| YTD | -62.0% | -12.7% | -49.3% | -61.7% |
| 1Y | -63.2% | -21.0% | -42.2% | -63.3% |
| All | -63.2% | -17.8% | -45.4% | -63.3% |
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