-49.9%
PINS vs TSLQ
-50.7%
+0.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.2% |
| 7D | -13.9% | -8.0% | -5.9% | -14.1% |
| 30D | -25.0% | -23.8% | -1.2% | -25.9% |
| 3M | -16.6% | -7.0% | -9.6% | -16.4% |
| 6M | -7.0% | -17.1% | +10.1% | -7.9% |
| YTD | -29.4% | +0.1% | -29.4% | -30.0% |
| 1Y | -49.9% | -51.2% | +1.3% | -50.7% |
| All | -49.9% | -50.7% | +0.8% | -50.7% |
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