-23.6%
FPS vs TSLQ
-36.9%
+13.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.5% | -6.3% | -11.3% |
| 7D | +21.6% | -26.6% | +48.2% | +8.9% |
| 30D | -38.8% | -17.5% | -21.3% | -39.9% |
| 3M | -42.1% | -41.7% | -0.4% | -47.7% |
| 6M | -48.5% | -16.9% | -31.6% | -45.2% |
| All | -23.6% | -36.9% | +13.3% | -18.4% |
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