-97.0%
TSLQ vs FGI
-32.9%
-64.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.5% | +4.4% | +12.3% |
| 7D | -5.8% | +0.5% | -6.3% | -5.8% |
| 30D | -22.1% | +65.4% | -87.5% | -18.2% |
| 3M | +10.1% | +23.5% | -13.4% | +14.9% |
| 6M | -6.8% | +60.5% | -67.3% | +0.7% |
| YTD | +8.5% | +30.0% | -21.5% | +16.6% |
| 1Y | -49.7% | +82.1% | -131.8% | -45.0% |
| 3Y | -95.6% | -4.4% | -91.2% | -95.3% |
| All | -97.0% | -32.9% | -64.0% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling