-4.4%
PEP vs TSLQ
-97.0%
+92.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.3% |
| 7D | +1.1% | -7.3% | +8.4% | +1.1% |
| 30D | +13.6% | -13.2% | +26.8% | +13.7% |
| 3M | +5.1% | -37.6% | +42.7% | +5.5% |
| 6M | -1.6% | -9.3% | +7.7% | -1.7% |
| YTD | +3.3% | -19.1% | +22.4% | +3.3% |
| 1Y | +3.2% | -27.2% | +30.4% | +3.2% |
| All | -4.4% | -97.0% | +92.6% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling