-4.1%
PEP vs TSLQ
-97.9%
+93.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -1.2% |
| 7D | -0.3% | -26.6% | +26.3% | -0.2% |
| 30D | +11.8% | -17.5% | +29.3% | +11.8% |
| 3M | +3.7% | -41.7% | +45.4% | +3.8% |
| 6M | -4.3% | -16.9% | +12.6% | -4.3% |
| YTD | +2.1% | -21.9% | +24.1% | +2.2% |
| 1Y | +2.5% | -32.5% | +35.0% | +2.6% |
| 3Y | -5.0% | -97.2% | +92.1% | -7.3% |
| All | -4.1% | -97.9% | +93.7% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling