+10.1%
TSLQ vs FGI
+25.0%
-14.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.5% | +4.4% | +12.4% |
| 7D | -5.8% | +0.5% | -6.3% | -5.8% |
| 30D | -22.1% | +65.4% | -87.5% | -15.5% |
| 3M | +10.1% | +23.5% | -13.4% | +23.4% |
| All | +10.1% | +25.0% | -14.9% | +23.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling