+202.5%
PAAS vs TSLQ
-97.3%
+299.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -1.3% |
| 7D | +2.0% | -8.6% | +10.6% | +1.4% |
| 30D | -0.1% | -24.9% | +24.8% | -2.0% |
| 3M | +8.2% | -1.5% | +9.8% | +9.7% |
| 6M | -13.8% | -18.1% | +4.3% | -12.8% |
| YTD | -0.6% | -0.1% | -0.5% | +2.0% |
| 1Y | +44.0% | -51.4% | +95.4% | +43.2% |
| 3Y | +246.6% | -95.9% | +342.5% | +212.1% |
| All | +202.5% | -97.3% | +299.8% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling