+351.6%
FN vs TSLQ
-97.8%
+449.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.8% | +11.6% | +4.8% |
| 7D | +8.0% | -7.3% | +15.3% | +8.1% |
| 30D | -19.1% | -13.2% | -5.9% | -19.5% |
| 3M | -29.8% | -37.6% | +7.8% | -33.5% |
| 6M | -43.2% | -9.3% | -33.9% | -40.2% |
| YTD | -18.9% | -19.1% | +0.1% | -14.7% |
| 1Y | -17.9% | -27.2% | +9.3% | -14.1% |
| 3Y | +120.1% | -97.1% | +217.2% | +77.6% |
| All | +351.6% | -97.8% | +449.4% | +290.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling