-97.2%
TSLQ vs FLR
+151.0%
-248.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.8% | -7.5% |
| 7D | -8.6% | +0.7% | -9.2% | -7.9% |
| 30D | -24.9% | -0.7% | -24.2% | -24.5% |
| 3M | -1.5% | +14.3% | -15.9% | +11.4% |
| 6M | -18.1% | +25.6% | -43.7% | +0.9% |
| YTD | -0.1% | +42.9% | -43.0% | +35.4% |
| 1Y | -51.4% | +38.7% | -90.1% | -33.2% |
| 3Y | -95.9% | +61.8% | -157.7% | -91.9% |
| All | -97.2% | +151.0% | -248.2% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling