+38.7%
PEG vs TSLQ
-97.2%
+135.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.1% |
| 7D | -0.9% | +5.7% | -6.6% | -0.7% |
| 30D | -2.8% | -21.1% | +18.3% | -3.4% |
| 3M | -6.9% | -11.5% | +4.6% | -6.9% |
| 6M | -11.4% | -14.9% | +3.5% | -11.2% |
| YTD | -7.4% | +2.4% | -9.8% | -6.2% |
| 1Y | -8.3% | -49.8% | +41.5% | -9.5% |
| 3Y | +31.5% | -95.8% | +127.4% | +23.8% |
| All | +38.7% | -97.2% | +135.9% | +39.6% |
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 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