+16.2%
PINS vs TSLQ
-97.0%
+113.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.0% | -14.1% | -0.6% |
| 7D | -12.0% | -5.8% | -6.2% | -12.6% |
| 30D | -12.7% | -22.1% | +9.4% | -15.1% |
| 3M | -5.5% | +10.1% | -15.6% | -2.2% |
| 6M | +5.3% | -6.8% | +12.0% | +7.7% |
| YTD | -21.2% | +8.5% | -29.7% | -17.2% |
| 1Y | -45.0% | -49.7% | +4.7% | -47.5% |
| 3Y | -26.2% | -95.6% | +69.4% | -39.9% |
| All | +16.2% | -97.0% | +113.2% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling