+148.6%
PM vs TSLQ
-97.3%
+245.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.2% | -8.0% | +6.8% | -1.2% |
| 30D | -0.2% | -23.8% | +23.6% | -0.1% |
| 3M | +4.9% | -7.0% | +11.9% | +4.9% |
| 6M | +9.0% | -17.1% | +26.2% | +9.1% |
| YTD | +17.8% | +0.1% | +17.7% | +18.0% |
| 1Y | +16.8% | -51.2% | +68.0% | +16.6% |
| 3Y | +125.4% | -95.9% | +221.4% | +120.7% |
| All | +148.6% | -97.3% | +245.8% | +155.4% |
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