-25.7%
FN vs TSLQ
-17.8%
-7.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.4% | -12.4% | -4.3% |
| 7D | -7.0% | +9.8% | -16.8% | -4.6% |
| 30D | -24.7% | -6.0% | -18.7% | -25.1% |
| 3M | -35.7% | -35.0% | -0.7% | -41.2% |
| 6M | -52.4% | -24.9% | -27.5% | -51.5% |
| YTD | -25.0% | -12.7% | -12.3% | -18.3% |
| 1Y | -25.7% | -21.0% | -4.7% | -20.6% |
| All | -25.7% | -17.8% | -7.9% | -20.6% |
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