+6.9%
FPS vs TSLQ
-19.2%
+26.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.0% |
| 7D | +5.3% | -8.0% | +13.3% | +3.2% |
| 30D | -17.6% | -23.8% | +6.2% | -23.1% |
| 3M | -45.8% | -7.0% | -38.8% | -44.3% |
| 6M | -10.1% | -17.1% | +7.0% | -1.4% |
| All | +6.9% | -19.2% | +26.1% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling