-43.6%
TSLQ vs FLR
+31.4%
-75.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -0.3% |
| 7D | -6.6% | -3.5% | -3.1% | -8.4% |
| 30D | -24.3% | +4.2% | -28.5% | -21.9% |
| 3M | -3.6% | +8.1% | -11.7% | +4.5% |
| 6M | -12.0% | +21.5% | -33.5% | +8.9% |
| YTD | +1.4% | +36.8% | -35.4% | +40.0% |
| 1Y | -43.6% | +31.2% | -74.8% | -22.6% |
| All | -43.6% | +31.4% | -75.0% | -22.6% |
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