+308.6%
PH vs TSLQ
-97.3%
+405.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | 0.0% | -8.0% | +8.0% | -0.7% |
| 30D | -10.3% | -23.8% | +13.5% | -12.5% |
| 3M | +5.1% | -7.0% | +12.1% | +6.0% |
| 6M | +2.3% | -17.1% | +19.4% | +3.0% |
| YTD | +8.7% | +0.1% | +8.6% | +12.4% |
| 1Y | +26.8% | -51.2% | +77.9% | +21.6% |
| 3Y | +139.2% | -95.9% | +235.1% | +102.5% |
| All | +308.6% | -97.3% | +405.9% | +261.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling