-9.9%
FLUT vs TSLQ
-97.8%
+87.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.8% | -0.6% |
| 7D | -0.7% | -16.8% | +16.1% | -2.4% |
| 30D | +9.3% | -18.0% | +27.2% | +7.5% |
| 3M | -17.5% | -34.5% | +17.0% | -20.1% |
| 6M | -14.6% | -8.9% | -5.7% | -13.1% |
| YTD | -62.3% | -19.0% | -43.3% | -61.6% |
| 1Y | -59.6% | -38.2% | -21.4% | -60.1% |
| 3Y | -45.3% | -96.9% | +51.6% | -54.8% |
| All | -9.9% | -97.8% | +87.9% | -21.1% |
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