-97.2%
TSLQ vs USFR
+19.8%
-117.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -8.2% |
| 7D | -8.6% | +0.1% | -8.6% | -8.9% |
| 30D | -24.9% | +0.3% | -25.2% | -26.4% |
| 3M | -1.5% | +1.0% | -2.5% | -7.2% |
| 6M | -18.1% | +1.9% | -20.0% | -25.1% |
| YTD | -0.1% | +2.7% | -2.8% | -9.6% |
| 1Y | -51.4% | +4.0% | -55.4% | -57.1% |
| 3Y | -95.9% | +14.0% | -110.0% | -98.5% |
| All | -97.2% | +19.8% | -117.1% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded USFR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling