+133.8%
PCAR vs TSLQ
-97.6%
+231.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.2% |
| 7D | +3.5% | +4.7% | -1.2% | +4.0% |
| 30D | -2.3% | -5.6% | +3.3% | -2.3% |
| 3M | -19.3% | -34.6% | +15.2% | -21.2% |
| 6M | -7.1% | -11.4% | +4.2% | -6.1% |
| YTD | -2.8% | -14.1% | +11.3% | -1.2% |
| 1Y | +9.3% | -20.7% | +30.0% | +10.9% |
| 3Y | +33.5% | -96.9% | +130.4% | +19.0% |
| All | +133.8% | -97.6% | +231.4% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling