-49.8%
TSLQ vs FDS
-28.0%
-21.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.8% | +8.2% | +2.6% |
| 7D | +5.7% | -16.0% | +21.7% | +6.3% |
| 30D | -21.1% | -6.7% | -14.4% | -21.3% |
| 3M | -11.5% | +6.0% | -17.5% | -12.6% |
| 6M | -14.9% | +25.1% | -40.0% | -15.7% |
| YTD | +2.4% | -8.1% | +10.6% | +1.1% |
| 1Y | -49.8% | -26.0% | -23.8% | -55.9% |
| All | -49.8% | -28.0% | -21.8% | -55.9% |
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 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