+54.6%
FTI vs TSLQ
-17.8%
+72.4%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.4% | -9.8% | -3.3% |
| 7D | -9.7% | +9.8% | -19.5% | -9.5% |
| 30D | -8.2% | -6.0% | -2.1% | -8.2% |
| 3M | -7.8% | -35.0% | +27.2% | -7.9% |
| 6M | -13.4% | -24.9% | +11.5% | -13.5% |
| YTD | +45.1% | -12.7% | +57.7% | +44.7% |
| 1Y | +54.6% | -21.0% | +75.6% | +52.7% |
| All | +54.6% | -17.8% | +72.4% | +52.7% |
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