-43.6%
TSLQ vs IFF
+33.4%
-76.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.2% |
| 7D | -6.6% | -3.2% | -3.4% | -7.4% |
| 30D | -24.3% | -0.3% | -24.0% | -24.2% |
| 3M | -3.6% | +8.4% | -12.1% | -0.5% |
| 6M | -12.0% | +23.0% | -35.0% | -7.5% |
| YTD | +1.4% | +25.5% | -24.1% | +6.7% |
| 1Y | -43.6% | +29.1% | -72.6% | -37.0% |
| All | -43.6% | +33.4% | -76.9% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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