-21.0%
TSLQ vs FLR
+2.5%
-23.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.0% |
| 7D | +9.8% | +1.4% | +8.5% | +10.7% |
| 30D | -6.0% | -5.9% | -0.1% | -8.5% |
| 3M | -35.0% | -7.6% | -27.4% | -36.0% |
| 6M | -24.9% | -9.3% | -15.6% | -23.8% |
| YTD | -12.7% | +20.1% | -32.8% | +18.1% |
| 1Y | -21.0% | +3.0% | -24.0% | -9.5% |
| All | -21.0% | +2.5% | -23.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling