+202.9%
PL vs TSLQ
-97.8%
+300.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.4% | +0.2% |
| 7D | +10.0% | -16.8% | +26.9% | +6.3% |
| 30D | -2.3% | -18.0% | +15.7% | -4.2% |
| 3M | -44.2% | -34.5% | -9.7% | -47.0% |
| 6M | -66.1% | -8.9% | -57.2% | -63.9% |
| YTD | -30.0% | -19.0% | -11.0% | -25.3% |
| 1Y | +21.0% | -38.2% | +59.2% | +23.9% |
| 3Y | +516.5% | -96.9% | +613.4% | +354.3% |
| All | +202.9% | -97.8% | +300.6% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling