+204.5%
PAAS vs TSLQ
-97.0%
+301.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.0% | -14.4% | -1.4% |
| 7D | -2.9% | -5.8% | +2.9% | -3.2% |
| 30D | +6.8% | -22.1% | +28.9% | +5.1% |
| 3M | -2.9% | +10.1% | -12.9% | -0.5% |
| 6M | -16.4% | -6.8% | -9.7% | -14.7% |
| YTD | 0.0% | +8.5% | -8.5% | +3.4% |
| 1Y | +54.3% | -49.7% | +104.1% | +54.1% |
| 3Y | +230.7% | -95.6% | +326.3% | +199.2% |
| All | +204.5% | -97.0% | +301.5% | +203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling