-97.0%
TSLQ vs FDS
-18.4%
-78.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.5% | +15.5% | +10.3% |
| 7D | -5.8% | -1.9% | -3.9% | -6.2% |
| 30D | -22.1% | +9.0% | -31.1% | -18.1% |
| 3M | +10.1% | +18.9% | -8.8% | +19.7% |
| 6M | -6.8% | +35.1% | -41.9% | +9.2% |
| YTD | +8.5% | +5.5% | +3.0% | +3.9% |
| 1Y | -49.7% | -16.8% | -32.9% | -63.7% |
| 3Y | -95.6% | -28.1% | -67.6% | -96.9% |
| All | -97.0% | -18.4% | -78.5% | -97.3% |
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