+8.5%
PINS vs TSLQ
-97.6%
+106.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.1% | +11.6% | -0.9% |
| 7D | -6.2% | +8.5% | -14.6% | -4.7% |
| 30D | -10.9% | -4.8% | -6.2% | -10.9% |
| 3M | -19.5% | -34.9% | +15.4% | -22.8% |
| 6M | -10.4% | -10.6% | +0.2% | -8.7% |
| YTD | -26.4% | -13.4% | -13.0% | -24.1% |
| 1Y | -29.6% | -25.9% | -3.7% | -28.6% |
| 3Y | -39.0% | -96.9% | +57.9% | -53.7% |
| All | +8.5% | -97.6% | +106.2% | -8.0% |
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