+40.8%
PEG vs TSLQ
-97.3%
+138.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.0% | +8.7% | +0.5% |
| 7D | +1.0% | -8.6% | +9.6% | +0.8% |
| 30D | -1.9% | -24.9% | +23.0% | -2.7% |
| 3M | -3.7% | -1.5% | -2.2% | -3.2% |
| 6M | -9.4% | -18.1% | +8.6% | -9.3% |
| YTD | -6.0% | -0.1% | -5.9% | -4.9% |
| 1Y | -4.4% | -51.4% | +47.0% | -5.7% |
| 3Y | +33.5% | -95.9% | +129.4% | +25.6% |
| All | +40.8% | -97.3% | +138.1% | +41.6% |
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 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