-97.7%
TSLQ vs FGI
-28.2%
-69.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.9% | -11.6% | -5.5% |
| 7D | -7.3% | +6.9% | -14.2% | -7.1% |
| 30D | -13.2% | +3.9% | -17.2% | -13.0% |
| 3M | -37.6% | +74.3% | -111.9% | -34.3% |
| 6M | -9.3% | +28.9% | -38.3% | -4.7% |
| YTD | -19.1% | +39.1% | -58.2% | -12.6% |
| 1Y | -27.2% | +49.3% | -76.5% | -20.9% |
| 3Y | -97.1% | +5.7% | -102.8% | -96.8% |
| All | -97.7% | -28.2% | -69.5% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling