-97.1%
TSLQ vs FLR
+137.4%
-234.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +1.0% |
| 7D | +5.7% | -6.9% | +12.6% | +1.5% |
| 30D | -21.1% | +1.1% | -22.2% | -19.8% |
| 3M | -11.5% | +14.3% | -25.8% | -0.1% |
| 6M | -14.9% | +19.1% | -34.0% | +1.5% |
| YTD | +2.4% | +35.1% | -32.7% | +34.3% |
| 1Y | -49.8% | +29.5% | -79.2% | -33.8% |
| 3Y | -95.8% | +53.0% | -148.8% | -92.0% |
| All | -97.1% | +137.4% | -234.5% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling