+176.1%
PCAR vs TSLQ
-97.0%
+273.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.0% | -11.8% | +1.0% |
| 7D | -0.5% | -5.8% | +5.3% | -0.8% |
| 30D | -6.2% | -22.1% | +15.9% | -7.6% |
| 3M | +5.9% | +10.1% | -4.2% | +8.1% |
| 6M | +0.4% | -6.8% | +7.2% | +1.9% |
| YTD | +14.8% | +8.5% | +6.3% | +18.1% |
| 1Y | +30.1% | -49.7% | +79.8% | +28.2% |
| 3Y | +66.7% | -95.6% | +162.3% | +52.3% |
| All | +176.1% | -97.0% | +273.2% | +163.2% |
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 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