-95.5%
TSLQ vs FLR
+56.0%
-151.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | -2.0% |
| 7D | -8.0% | -3.1% | -4.9% | -9.7% |
| 30D | -23.8% | +4.9% | -28.7% | -20.4% |
| 3M | -7.0% | +10.8% | -17.8% | +4.6% |
| 6M | -17.1% | +19.7% | -36.8% | +1.5% |
| YTD | +0.1% | +38.4% | -38.3% | +39.1% |
| 1Y | -51.2% | +34.7% | -85.9% | -31.0% |
| All | -95.5% | +56.0% | -151.4% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling