-44.3%
FLUT vs TSLQ
-95.6%
+51.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.3% |
| 7D | -2.6% | -8.0% | +5.4% | -3.2% |
| 30D | +5.4% | -23.8% | +29.2% | +3.1% |
| 3M | -10.8% | -7.0% | -3.8% | -10.1% |
| 6M | -9.2% | -17.1% | +7.9% | -9.0% |
| YTD | -53.8% | +0.1% | -53.9% | -52.4% |
| 1Y | -66.0% | -51.2% | -14.8% | -67.1% |
| All | -44.3% | -95.6% | +51.4% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling