-97.2%
TSLQ vs FDS
-21.9%
-75.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.3% | -3.7% | -10.0% |
| 7D | -8.6% | -5.4% | -3.2% | -10.8% |
| 30D | -24.9% | +1.6% | -26.5% | -23.8% |
| 3M | -1.5% | +17.7% | -19.3% | +7.0% |
| 6M | -18.1% | +29.1% | -47.1% | -6.3% |
| YTD | -0.1% | +1.0% | -1.1% | -6.5% |
| 1Y | -51.4% | -21.6% | -29.7% | -66.3% |
| 3Y | -95.9% | -30.1% | -65.8% | -97.1% |
| All | -97.2% | -21.9% | -75.3% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling