+214.5%
PL vs TSLQ
-97.8%
+312.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | -0.7% |
| 7D | +13.4% | -7.3% | +20.7% | +13.1% |
| 30D | -10.2% | -13.2% | +3.1% | -10.8% |
| 3M | -39.5% | -37.6% | -1.9% | -43.1% |
| 6M | -65.7% | -9.3% | -56.4% | -63.5% |
| YTD | -27.3% | -19.1% | -8.2% | -22.4% |
| 1Y | +15.0% | -27.2% | +42.2% | +21.8% |
| 3Y | +560.8% | -97.1% | +657.9% | +380.7% |
| All | +214.5% | -97.8% | +312.3% | +161.2% |
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