+11.8%
PG vs TSLQ
-97.2%
+109.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | -0.8% | -6.6% | +5.8% | -0.8% |
| 30D | +0.8% | -24.3% | +25.1% | +0.9% |
| 3M | -1.3% | -3.6% | +2.3% | -1.4% |
| 6M | -3.8% | -12.0% | +8.1% | -3.9% |
| YTD | +3.6% | +1.4% | +2.2% | +3.6% |
| 1Y | -5.7% | -43.6% | +37.8% | -5.9% |
| 3Y | +1.6% | -95.4% | +97.0% | +1.7% |
| All | +11.8% | -97.2% | +109.0% | +16.9% |
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