+300.4%
FN vs TSLQ
-97.3%
+397.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -8.4% | +20.0% | +10.1% |
| 7D | 0.0% | +19.7% | -19.7% | +4.5% |
| 30D | -34.3% | +4.1% | -38.4% | -32.5% |
| 3M | -39.9% | -30.9% | -9.0% | -42.0% |
| 6M | -51.8% | -13.6% | -38.2% | -49.7% |
| YTD | -28.1% | -2.6% | -25.6% | -22.0% |
| 1Y | -29.1% | -10.4% | -18.6% | -23.1% |
| 3Y | +102.4% | -96.4% | +198.8% | +69.2% |
| All | +300.4% | -97.3% | +397.7% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling