+12.2%
PCAR vs TSLQ
-17.8%
+30.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.4% | +4.4% |
| 7D | +3.7% | +9.8% | -6.2% | +4.2% |
| 30D | -2.9% | -6.0% | +3.1% | -3.2% |
| 3M | -21.7% | -35.0% | +13.3% | -23.8% |
| 6M | -6.6% | -24.9% | +18.3% | -6.4% |
| YTD | -2.2% | -12.7% | +10.4% | -0.3% |
| 1Y | +12.2% | -21.0% | +33.2% | +14.1% |
| All | +12.2% | -17.8% | +30.0% | +14.1% |
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