+10.3%
FLUT vs TSLQ
-97.3%
+107.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.3% |
| 7D | -2.6% | -8.0% | +5.4% | -3.3% |
| 30D | +5.4% | -23.8% | +29.2% | +2.9% |
| 3M | -10.8% | -7.0% | -3.8% | -10.0% |
| 6M | -9.2% | -17.1% | +7.9% | -8.9% |
| YTD | -53.8% | +0.1% | -53.9% | -52.3% |
| 1Y | -66.0% | -51.2% | -14.8% | -67.2% |
| 3Y | -44.7% | -95.9% | +51.3% | -52.8% |
| All | +10.3% | -97.3% | +107.6% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling