+4.1%
PINS vs TSLQ
-97.3%
+101.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.2% |
| 7D | -13.9% | -8.0% | -5.9% | -14.6% |
| 30D | -25.0% | -23.8% | -1.2% | -27.3% |
| 3M | -16.6% | -7.0% | -9.6% | -15.7% |
| 6M | -7.0% | -17.1% | +10.1% | -6.3% |
| YTD | -29.4% | +0.1% | -29.4% | -26.5% |
| 1Y | -49.9% | -51.2% | +1.3% | -52.3% |
| 3Y | -33.6% | -95.9% | +62.3% | -46.3% |
| All | +4.1% | -97.3% | +101.4% | -10.9% |
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 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