+1,286.9%
FTI vs TSLQ
-97.2%
+1,384.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.9% |
| 7D | -4.4% | -6.6% | +2.2% | -5.0% |
| 30D | +1.5% | -24.3% | +25.8% | -0.7% |
| 3M | +8.2% | -3.6% | +11.8% | +9.3% |
| 6M | +18.8% | -12.0% | +30.8% | +20.1% |
| YTD | +71.7% | +1.4% | +70.3% | +76.9% |
| 1Y | +90.0% | -43.6% | +133.6% | +86.1% |
| 3Y | +270.5% | -95.4% | +365.9% | +219.0% |
| All | +1,286.9% | -97.2% | +1,384.1% | +1,147.9% |
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