+215.1%
PL vs TSLQ
-97.6%
+312.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -11.1% | +25.6% | +12.1% |
| 7D | +10.9% | +8.5% | +2.4% | +14.5% |
| 30D | -16.4% | -4.8% | -11.6% | -15.3% |
| 3M | -39.9% | -34.9% | -5.1% | -43.0% |
| 6M | -63.2% | -10.6% | -52.6% | -60.8% |
| YTD | -27.1% | -13.4% | -13.7% | -21.2% |
| 1Y | +12.2% | -25.9% | +38.1% | +19.6% |
| 3Y | +584.3% | -96.9% | +681.2% | +401.4% |
| All | +215.1% | -97.6% | +312.8% | +165.4% |
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 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