-97.8%
TSLQ vs FDS
-10.4%
-87.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.9% |
| 7D | -26.6% | -2.6% | -24.0% | -27.4% |
| 30D | -17.5% | +14.1% | -31.6% | -12.8% |
| 3M | -41.7% | +19.8% | -61.5% | -36.5% |
| 6M | -16.9% | +55.0% | -71.9% | +3.2% |
| YTD | -21.9% | +15.9% | -37.8% | -22.5% |
| 1Y | -32.5% | +24.2% | -56.7% | -29.3% |
| 3Y | -97.2% | -24.0% | -73.1% | -98.0% |
| All | -97.8% | -10.4% | -87.4% | -98.0% |
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