-27.1%
PINS vs TSLQ
-95.6%
+68.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.0% | -14.1% | -0.9% |
| 7D | -12.0% | -5.8% | -6.2% | -12.5% |
| 30D | -12.7% | -22.1% | +9.4% | -14.6% |
| 3M | -5.5% | +10.1% | -15.6% | -2.8% |
| 6M | +5.3% | -6.8% | +12.0% | +7.2% |
| YTD | -21.2% | +8.5% | -29.7% | -17.9% |
| 1Y | -45.0% | -49.7% | +4.7% | -47.1% |
| All | -27.1% | -95.6% | +68.5% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling