-97.7%
TSLQ vs FDS
-10.1%
-87.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.9% |
| 7D | -16.8% | +1.5% | -18.3% | -16.3% |
| 30D | -18.0% | +14.8% | -32.8% | -13.0% |
| 3M | -34.5% | +16.3% | -50.8% | -29.8% |
| 6M | -8.9% | +66.2% | -75.1% | +19.0% |
| YTD | -19.0% | +16.2% | -35.2% | -19.5% |
| 1Y | -38.2% | +21.8% | -60.1% | -36.4% |
| 3Y | -96.9% | -23.9% | -73.0% | -97.8% |
| All | -97.7% | -10.1% | -87.6% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling