+37.3%
FTV vs TSLQ
-97.2%
+134.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.1% |
| 7D | -5.2% | +5.7% | -10.9% | -4.7% |
| 30D | -11.5% | -21.1% | +9.6% | -12.8% |
| 3M | -9.0% | -11.5% | +2.5% | -8.8% |
| 6M | -2.0% | -14.9% | +12.9% | -1.3% |
| YTD | -0.9% | +2.4% | -3.4% | +1.7% |
| 1Y | +14.8% | -49.8% | +64.6% | +11.4% |
| 3Y | -5.5% | -95.8% | +90.3% | -16.8% |
| All | +37.3% | -97.2% | +134.5% | +25.3% |
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