+326.5%
FN vs TSLQ
-97.6%
+424.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -3.9% | -4.9% |
| 7D | -4.1% | +4.7% | -8.8% | -1.8% |
| 30D | -28.3% | -5.6% | -22.8% | -27.5% |
| 3M | -33.9% | -34.6% | +0.7% | -36.8% |
| 6M | -43.9% | -11.4% | -32.5% | -41.1% |
| YTD | -23.4% | -14.1% | -9.4% | -18.5% |
| 1Y | -25.4% | -20.7% | -4.7% | -20.8% |
| 3Y | +107.9% | -96.9% | +204.8% | +69.5% |
| All | +326.5% | -97.6% | +424.2% | +272.9% |
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 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