-7.4%
PEG vs TSLQ
-17.8%
+10.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.9% | +0.5% |
| 7D | +1.0% | +9.8% | -8.8% | +0.9% |
| 30D | +6.6% | -6.0% | +12.7% | +6.7% |
| 3M | -3.1% | -35.0% | +31.9% | -2.7% |
| 6M | -7.4% | -24.9% | +17.6% | -7.4% |
| YTD | -6.4% | -12.7% | +6.2% | -6.1% |
| 1Y | -7.4% | -21.0% | +13.6% | -6.9% |
| All | -7.4% | -17.8% | +10.3% | -6.9% |
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