-97.2%
TSLQ vs FND
-35.1%
-62.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -0.5% |
| 7D | -6.6% | -5.8% | -0.8% | -9.3% |
| 30D | -24.3% | -20.2% | -4.1% | -32.2% |
| 3M | -3.6% | -12.0% | +8.3% | -8.5% |
| 6M | -12.0% | -18.5% | +6.5% | -17.3% |
| YTD | +1.4% | -22.3% | +23.6% | -5.9% |
| 1Y | -43.6% | -47.6% | +4.1% | -57.5% |
| 3Y | -95.4% | -49.8% | -45.6% | -95.7% |
| All | -97.2% | -35.1% | -62.1% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling