+1,313.6%
FTI vs TSLQ
-97.3%
+1,410.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.3% | -8.0% | +5.7% | -3.0% |
| 30D | +5.0% | -23.8% | +28.8% | +2.8% |
| 3M | +13.8% | -7.0% | +20.9% | +14.6% |
| 6M | +22.9% | -17.1% | +40.0% | +23.4% |
| YTD | +75.0% | +0.1% | +74.9% | +80.1% |
| 1Y | +96.9% | -51.2% | +148.1% | +89.7% |
| 3Y | +276.7% | -95.9% | +372.6% | +218.2% |
| All | +1,313.6% | -97.3% | +1,410.8% | +1,170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling