+348.7%
PBR vs TSLQ
-97.3%
+445.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +0.3% | -8.0% | +8.3% | +0.1% |
| 30D | +17.5% | -23.8% | +41.3% | +16.4% |
| 3M | +20.9% | -7.0% | +27.9% | +21.3% |
| 6M | +20.2% | -17.1% | +37.4% | +20.4% |
| YTD | +84.3% | +0.1% | +84.2% | +87.0% |
| 1Y | +77.1% | -51.2% | +128.3% | +73.9% |
| 3Y | +100.8% | -95.9% | +196.7% | +86.0% |
| All | +348.7% | -97.3% | +445.9% | +325.4% |
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 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