+150.0%
PM vs TSLQ
-97.0%
+247.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.6% | +1.1% |
| 7D | +0.5% | -16.8% | +17.4% | +0.8% |
| 30D | -3.2% | -18.0% | +14.7% | -3.0% |
| 3M | +6.2% | -34.5% | +40.7% | +6.7% |
| 6M | +7.7% | -8.9% | +16.6% | +7.7% |
| YTD | +27.3% | -19.0% | +46.3% | +27.3% |
| 1Y | +32.8% | -38.2% | +71.0% | +33.1% |
| 3Y | +150.0% | -96.9% | +246.9% | +153.0% |
| All | +150.0% | -97.0% | +247.1% | +153.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling