-97.2%
TSLQ vs USFR
+20.0%
-117.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.5% |
| 7D | -6.6% | +0.1% | -6.7% | -7.3% |
| 30D | -24.3% | +0.4% | -24.7% | -26.0% |
| 3M | -3.6% | +1.0% | -4.7% | -9.5% |
| 6M | -12.0% | +2.0% | -13.9% | -19.8% |
| YTD | +1.4% | +2.8% | -1.4% | -8.7% |
| 1Y | -43.6% | +4.1% | -47.6% | -50.4% |
| 3Y | -95.4% | +14.1% | -109.5% | -98.3% |
| All | -97.2% | +20.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling