+297.4%
PL vs TSLQ
-97.0%
+394.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.0% | -13.2% | +1.1% |
| 7D | -9.3% | -5.8% | -3.5% | -10.2% |
| 30D | -18.9% | -22.1% | +3.2% | -22.4% |
| 3M | -58.4% | +10.1% | -68.4% | -55.5% |
| 6M | -30.3% | -6.8% | -23.5% | -26.3% |
| YTD | -8.1% | +8.5% | -16.6% | +1.1% |
| 1Y | +180.5% | -49.7% | +230.2% | +176.1% |
| 3Y | +444.1% | -95.6% | +539.8% | +327.0% |
| All | +297.4% | -97.0% | +394.4% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling