+212.9%
PL vs TSLQ
-97.6%
+310.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.9% |
| 7D | +5.6% | +4.7% | +0.9% | +8.2% |
| 30D | -16.9% | -5.6% | -11.4% | -16.1% |
| 3M | -38.2% | -34.6% | -3.7% | -41.3% |
| 6M | -63.4% | -11.4% | -52.1% | -61.2% |
| YTD | -27.6% | -14.1% | -13.5% | -21.9% |
| 1Y | +6.6% | -20.7% | +27.3% | +14.9% |
| 3Y | +557.6% | -96.9% | +654.5% | +384.3% |
| All | +212.9% | -97.6% | +310.6% | +163.1% |
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