-45.0%
PINS vs TSLQ
-50.5%
+5.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.0% | -14.1% | -1.5% |
| 7D | -12.0% | -5.8% | -6.2% | -12.2% |
| 30D | -12.7% | -22.1% | +9.4% | -13.7% |
| 3M | -5.5% | +10.1% | -15.6% | -4.4% |
| 6M | +5.3% | -6.8% | +12.0% | +4.8% |
| YTD | -21.2% | +8.5% | -29.7% | -21.5% |
| 1Y | -45.0% | -49.7% | +4.7% | -45.4% |
| All | -45.0% | -50.5% | +5.4% | -45.4% |
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