+93.0%
TFC vs TSLQ
-95.6%
+188.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.3% | -8.0% | +6.7% | -1.9% |
| 30D | -2.3% | -23.8% | +21.4% | -4.3% |
| 3M | +2.5% | -7.0% | +9.5% | +3.2% |
| 6M | +9.5% | -17.1% | +26.6% | +10.0% |
| YTD | +5.1% | +0.1% | +5.0% | +8.0% |
| 1Y | +15.5% | -51.2% | +66.7% | +11.8% |
| All | +93.0% | -95.6% | +188.7% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling