+11.4%
FPS vs TSLQ
-19.3%
+30.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.0% | +11.0% | +0.8% |
| 7D | +10.4% | -8.6% | +19.0% | +8.0% |
| 30D | -16.5% | -24.9% | +8.4% | -22.5% |
| 3M | -45.5% | -1.5% | -44.0% | -42.9% |
| 6M | +2.1% | -18.1% | +20.2% | +11.2% |
| All | +11.4% | -19.3% | +30.8% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling