-83.1%
FRMI vs TSLQ
-15.1%
-68.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +1.8% |
| 7D | +7.4% | -6.6% | +14.0% | +5.9% |
| 30D | -27.6% | -24.3% | -3.3% | -32.0% |
| 3M | -20.9% | -3.6% | -17.3% | -18.0% |
| 6M | -36.6% | -12.0% | -24.6% | -33.8% |
| YTD | -31.3% | +1.4% | -32.6% | -26.5% |
| All | -83.1% | -15.1% | -68.0% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling