-97.0%
TSLQ vs FND
-31.1%
-65.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +12.8% |
| 7D | -5.8% | -5.2% | -0.6% | -8.2% |
| 30D | -22.1% | -19.9% | -2.2% | -29.8% |
| 3M | +10.1% | +2.7% | +7.3% | +13.5% |
| 6M | -6.8% | -21.7% | +14.9% | -14.1% |
| YTD | +8.5% | -17.5% | +26.0% | +3.8% |
| 1Y | -49.7% | -39.3% | -10.4% | -58.7% |
| 3Y | -95.6% | -49.8% | -45.9% | -95.9% |
| All | -97.0% | -31.1% | -65.9% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling