+290.6%
PL vs TSLQ
-97.3%
+387.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.0% | +6.3% | -3.3% |
| 7D | -7.5% | -8.6% | +1.0% | -9.1% |
| 30D | -25.6% | -24.9% | -0.7% | -29.3% |
| 3M | -45.6% | -1.5% | -44.1% | -43.7% |
| 6M | -29.5% | -18.1% | -11.5% | -27.3% |
| YTD | -9.7% | -0.1% | -9.6% | -2.2% |
| 1Y | +84.4% | -51.4% | +135.7% | +80.5% |
| 3Y | +550.0% | -95.9% | +645.9% | +403.5% |
| All | +290.6% | -97.3% | +387.8% | +229.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling