+41.8%
TFC vs TSLQ
-97.0%
+138.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.0% | -11.9% | +1.3% |
| 7D | +2.4% | -5.8% | +8.2% | +2.0% |
| 30D | -1.3% | -22.1% | +20.8% | -3.5% |
| 3M | +6.1% | +10.1% | -4.0% | +9.0% |
| 6M | +7.3% | -6.8% | +14.1% | +9.3% |
| YTD | +8.2% | +8.5% | -0.3% | +12.6% |
| 1Y | +14.4% | -49.7% | +64.2% | +10.3% |
| 3Y | +93.7% | -95.6% | +189.4% | +64.5% |
| All | +41.8% | -97.0% | +138.8% | +27.2% |
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