+0.7%
FPS vs TSLQ
-17.3%
+18.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.4% | -8.1% | -5.1% |
| 7D | -4.6% | +5.7% | -10.3% | -2.9% |
| 30D | -22.6% | -21.1% | -1.5% | -27.0% |
| 3M | -45.1% | -11.5% | -33.6% | -44.8% |
| 6M | -17.8% | -14.9% | -2.9% | -9.1% |
| All | +0.7% | -17.3% | +18.0% | +11.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling