+20.3%
FTV vs TSLQ
-50.5%
+70.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.0% | -13.0% | -0.8% |
| 7D | -4.5% | -5.8% | +1.3% | -4.5% |
| 30D | -7.1% | -22.1% | +15.0% | -7.2% |
| 3M | -7.2% | +10.1% | -17.2% | -7.0% |
| 6M | -1.5% | -6.8% | +5.3% | -1.4% |
| YTD | +3.5% | +8.5% | -5.1% | +3.4% |
| 1Y | +20.3% | -49.7% | +70.1% | +16.7% |
| All | +20.3% | -50.5% | +70.8% | +16.7% |
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