-0.4%
PL vs TSLQ
-17.8%
+17.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.4% | -12.8% | -4.5% |
| 7D | -11.7% | +9.8% | -21.6% | -9.1% |
| 30D | -27.1% | -6.0% | -21.1% | -27.5% |
| 3M | -44.6% | -35.0% | -9.6% | -49.6% |
| 6M | -67.2% | -24.9% | -42.2% | -65.8% |
| YTD | -35.9% | -12.7% | -23.2% | -26.8% |
| 1Y | -0.4% | -21.0% | +20.6% | +13.5% |
| All | -0.4% | -17.8% | +17.4% | +13.5% |
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