+10.6%
PCAR vs TSLQ
-29.0%
+39.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.9% | -1.9% |
| 7D | +2.1% | -26.6% | +28.7% | +0.4% |
| 30D | -1.2% | -17.5% | +16.3% | -2.0% |
| 3M | -18.6% | -41.7% | +23.1% | -21.0% |
| 6M | -5.1% | -16.9% | +11.9% | -4.0% |
| YTD | -1.8% | -21.9% | +20.2% | -0.9% |
| 1Y | +10.6% | -32.5% | +43.2% | +11.6% |
| All | +10.6% | -29.0% | +39.6% | +11.6% |
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 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