-6.8%
PEG vs TSLQ
-50.5%
+43.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | -0.2% |
| 7D | +0.7% | -5.8% | +6.5% | +0.7% |
| 30D | -2.4% | -22.1% | +19.7% | -2.4% |
| 3M | -4.8% | +10.1% | -14.8% | -4.7% |
| 6M | -10.7% | -6.8% | -3.9% | -10.6% |
| YTD | -6.7% | +8.5% | -15.2% | -6.1% |
| 1Y | -6.8% | -49.7% | +42.9% | -9.2% |
| All | -6.8% | -50.5% | +43.6% | -9.2% |
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 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