-10.1%
TSLQ vs FLR
+27.6%
-37.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.3% | +14.3% | +10.8% |
| 7D | -5.8% | +5.4% | -11.2% | -3.2% |
| 30D | -22.1% | +11.4% | -33.5% | -16.7% |
| 3M | +10.1% | +11.4% | -1.4% | +22.0% |
| All | -10.1% | +27.6% | -37.7% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling