+9.6%
FLUT vs TSLQ
-97.2%
+106.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -0.4% |
| 7D | -3.6% | +5.7% | -9.3% | -2.9% |
| 30D | -0.3% | -21.1% | +20.7% | -2.3% |
| 3M | -12.6% | -11.5% | -1.1% | -12.4% |
| 6M | -8.0% | -14.9% | +6.9% | -7.4% |
| YTD | -54.1% | +2.4% | -56.5% | -52.5% |
| 1Y | -66.1% | -49.8% | -16.3% | -67.2% |
| 3Y | -45.0% | -95.8% | +50.8% | -53.0% |
| All | +9.6% | -97.2% | +106.8% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling