+23.1%
PH vs TSLQ
-49.1%
+72.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.5% |
| 7D | -3.1% | +5.7% | -8.8% | -3.0% |
| 30D | -11.8% | -21.1% | +9.3% | -12.2% |
| 3M | +6.9% | -11.5% | +18.4% | +7.1% |
| 6M | -1.3% | -14.9% | +13.6% | -0.9% |
| YTD | +7.0% | +2.4% | +4.5% | +7.3% |
| 1Y | +23.1% | -49.8% | +72.9% | +23.9% |
| All | +23.1% | -49.1% | +72.2% | +23.9% |
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 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