-97.7%
TSLQ vs FND
-34.5%
-63.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +2.7% |
| 7D | -16.8% | -6.8% | -10.0% | -19.3% |
| 30D | -18.0% | +8.0% | -25.9% | -14.6% |
| 3M | -34.5% | -18.9% | -15.5% | -40.5% |
| 6M | -8.9% | +4.7% | -13.6% | -4.0% |
| YTD | -19.0% | -21.6% | +2.6% | -24.1% |
| 1Y | -38.2% | -22.0% | -16.2% | -42.1% |
| 3Y | -96.9% | -40.4% | -56.5% | -96.9% |
| All | -97.7% | -34.5% | -63.2% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling