+14.7%
PINS vs TSLQ
-97.3%
+112.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.0% | +6.7% | -2.3% |
| 7D | -5.2% | -8.6% | +3.3% | -6.1% |
| 30D | -14.9% | -24.9% | +9.9% | -17.7% |
| 3M | -8.4% | -1.5% | -6.9% | -6.7% |
| 6M | +0.6% | -18.1% | +18.7% | +1.3% |
| YTD | -22.2% | -0.1% | -22.1% | -19.1% |
| 1Y | -46.9% | -51.4% | +4.4% | -49.5% |
| 3Y | -26.9% | -95.9% | +69.0% | -40.9% |
| All | +14.7% | -97.3% | +112.0% | -1.9% |
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 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