+312.2%
PH vs TSLQ
-97.8%
+409.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.8% | +0.4% |
| 7D | +4.3% | -16.8% | +21.2% | +2.4% |
| 30D | +0.1% | -18.0% | +18.1% | -1.2% |
| 3M | -9.4% | -34.5% | +25.1% | -12.2% |
| 6M | +8.8% | -8.9% | +17.7% | +11.1% |
| YTD | +9.6% | -19.0% | +28.6% | +11.9% |
| 1Y | +14.4% | -38.2% | +52.7% | +13.5% |
| 3Y | +134.5% | -96.9% | +231.4% | +92.8% |
| All | +312.2% | -97.8% | +409.9% | +259.3% |
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 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