-97.1%
TSLQ vs IFF
-17.6%
-79.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.2% |
| 7D | +5.7% | -2.8% | +8.5% | +4.4% |
| 30D | -21.1% | -1.1% | -20.0% | -21.4% |
| 3M | -11.5% | +13.8% | -25.3% | -5.2% |
| 6M | -14.9% | +16.7% | -31.6% | -6.2% |
| YTD | +2.4% | +26.1% | -23.7% | +17.3% |
| 1Y | -49.8% | +33.5% | -83.3% | -40.5% |
| 3Y | -95.8% | +31.6% | -127.4% | -94.6% |
| All | -97.1% | -17.6% | -79.6% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling