+38.6%
TFC vs TSLQ
-97.8%
+136.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.6% |
| 7D | +2.3% | -16.8% | +19.1% | +0.5% |
| 30D | +10.8% | -18.0% | +28.8% | +9.2% |
| 3M | -3.8% | -34.5% | +30.7% | -6.9% |
| 6M | +9.6% | -8.9% | +18.5% | +11.6% |
| YTD | +5.8% | -19.0% | +24.8% | +7.7% |
| 1Y | +16.2% | -38.2% | +54.4% | +15.0% |
| 3Y | +96.0% | -96.9% | +192.9% | +59.3% |
| All | +38.6% | -97.8% | +136.4% | +21.6% |
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 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