+12.5%
FN vs TSLQ
-50.5%
+63.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.0% | -8.8% | +5.6% |
| 7D | -1.7% | -5.8% | +4.1% | -2.7% |
| 30D | -22.0% | -22.1% | +0.1% | -25.9% |
| 3M | -43.0% | +10.1% | -53.1% | -38.8% |
| 6M | -27.7% | -6.8% | -21.0% | -23.3% |
| YTD | -10.5% | +8.5% | -19.1% | -2.4% |
| 1Y | +12.5% | -49.7% | +62.2% | +23.9% |
| All | +12.5% | -50.5% | +63.0% | +23.9% |
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 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