-21.0%
TSLQ vs FND
-10.3%
-10.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +10.9% | -4.5% | +9.1% |
| 7D | +9.8% | +12.3% | -2.5% | +13.1% |
| 30D | -6.0% | +14.7% | -20.8% | -2.8% |
| 3M | -35.0% | -12.0% | -23.0% | -38.3% |
| 6M | -24.9% | +10.8% | -35.7% | -20.8% |
| YTD | -12.7% | -12.3% | -0.4% | -15.8% |
| 1Y | -21.0% | -13.4% | -7.6% | -23.6% |
| All | -21.0% | -10.3% | -10.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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