-2.6%
PEP vs TSLQ
-50.5%
+47.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.0% | -13.7% | -2.1% |
| 7D | -2.4% | -5.8% | +3.3% | -2.3% |
| 30D | -0.8% | -22.1% | +21.3% | -0.1% |
| 3M | -2.2% | +10.1% | -12.2% | -3.0% |
| 6M | -14.4% | -6.8% | -7.6% | -14.9% |
| YTD | -2.2% | +8.5% | -10.8% | -3.4% |
| 1Y | -2.6% | -49.7% | +47.1% | -6.3% |
| All | -2.6% | -50.5% | +47.9% | -6.3% |
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