+213.8%
PAAS vs TSLQ
-97.3%
+311.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.7% |
| 7D | +2.6% | -8.0% | +10.6% | +2.1% |
| 30D | +2.5% | -23.8% | +26.3% | +0.6% |
| 3M | +15.1% | -7.0% | +22.1% | +16.0% |
| 6M | -12.1% | -17.1% | +5.0% | -11.0% |
| YTD | +3.1% | +0.1% | +3.0% | +5.8% |
| 1Y | +50.8% | -51.2% | +102.0% | +50.0% |
| 3Y | +259.5% | -95.9% | +355.4% | +223.7% |
| All | +213.8% | -97.3% | +311.0% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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