+301.4%
FN vs TSLQ
-97.8%
+399.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.7% | -11.0% | -6.6% |
| 7D | +0.3% | -16.8% | +17.1% | -2.7% |
| 30D | -16.5% | -18.0% | +1.4% | -17.7% |
| 3M | -42.1% | -34.5% | -7.6% | -44.6% |
| 6M | -52.9% | -8.9% | -44.0% | -50.4% |
| YTD | -28.0% | -19.0% | -9.0% | -24.1% |
| 1Y | -18.5% | -38.2% | +19.7% | -17.2% |
| 3Y | +93.9% | -96.9% | +190.8% | +57.7% |
| All | +301.4% | -97.8% | +399.2% | +247.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling