-95.5%
TSLQ vs FDS
-32.7%
-62.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | -1.2% |
| 7D | -8.0% | -8.8% | +0.8% | -11.2% |
| 30D | -23.8% | -1.4% | -22.4% | -23.8% |
| 3M | -7.0% | +13.9% | -20.9% | -1.7% |
| 6M | -17.1% | +27.4% | -44.5% | -6.9% |
| YTD | +0.1% | -2.5% | +2.5% | -10.2% |
| 1Y | -51.2% | -23.8% | -27.4% | -69.3% |
| All | -95.5% | -32.7% | -62.7% | -97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling