+169.9%
PCAR vs TSLQ
-97.3%
+267.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.2% | -8.0% | +7.8% | -0.7% |
| 30D | -6.9% | -23.8% | +16.9% | -8.4% |
| 3M | +2.1% | -7.0% | +9.1% | +2.9% |
| 6M | +1.6% | -17.1% | +18.7% | +2.3% |
| YTD | +12.2% | +0.1% | +12.2% | +14.8% |
| 1Y | +28.0% | -51.2% | +79.2% | +25.9% |
| 3Y | +61.0% | -95.9% | +156.9% | +46.5% |
| All | +169.9% | -97.3% | +267.1% | +155.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling