-97.7%
TSLQ vs FDS
-9.5%
-88.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.7% | -8.5% | -4.7% |
| 7D | -7.3% | -2.1% | -5.2% | -8.2% |
| 30D | -13.2% | +16.0% | -29.2% | -7.6% |
| 3M | -37.6% | +18.8% | -56.4% | -32.4% |
| 6M | -9.3% | +54.1% | -63.4% | +12.0% |
| YTD | -19.1% | +17.0% | -36.1% | -19.3% |
| 1Y | -27.2% | +25.5% | -52.7% | -23.3% |
| 3Y | -97.1% | -23.3% | -73.7% | -97.9% |
| All | -97.7% | -9.5% | -88.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling