-49.7%
TSLQ vs FDS
-17.4%
-32.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.5% | +15.5% | +12.1% |
| 7D | -5.8% | -1.9% | -3.9% | -5.8% |
| 30D | -22.1% | +9.0% | -31.1% | -22.8% |
| 3M | +10.1% | +18.9% | -8.8% | +8.4% |
| 6M | -6.8% | +35.1% | -41.9% | -8.5% |
| YTD | +8.5% | +5.5% | +3.0% | +6.5% |
| 1Y | -49.7% | -16.8% | -32.9% | -59.3% |
| All | -49.7% | -17.4% | -32.3% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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