+69.6%
PBR vs TSLQ
-50.5%
+120.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.0% | -13.9% | -2.0% |
| 7D | +8.6% | -5.8% | +14.4% | +8.6% |
| 30D | +12.8% | -22.1% | +34.9% | +13.1% |
| 3M | +14.7% | +10.1% | +4.6% | +14.2% |
| 6M | +25.2% | -6.8% | +31.9% | +25.2% |
| YTD | +77.1% | +8.5% | +68.6% | +78.4% |
| 1Y | +69.6% | -49.7% | +119.3% | +66.4% |
| All | +69.6% | -50.5% | +120.0% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling