+398.6%
FN vs TSLQ
-97.0%
+495.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.0% | -8.8% | +5.2% |
| 7D | -1.7% | -5.8% | +4.1% | -2.5% |
| 30D | -22.0% | -22.1% | +0.1% | -25.0% |
| 3M | -43.0% | +10.1% | -53.1% | -39.8% |
| 6M | -27.7% | -6.8% | -21.0% | -24.3% |
| YTD | -10.5% | +8.5% | -19.1% | -3.3% |
| 1Y | +12.5% | -49.7% | +62.2% | +10.6% |
| 3Y | +153.8% | -95.6% | +249.4% | +115.2% |
| All | +398.6% | -97.0% | +495.6% | +342.8% |
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