+147.3%
PM vs TSLQ
-97.3%
+244.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.0% | +9.2% | +1.2% |
| 7D | -1.3% | -8.6% | +7.3% | -1.3% |
| 30D | -2.6% | -24.9% | +22.3% | -2.5% |
| 3M | +5.8% | -1.5% | +7.3% | +5.8% |
| 6M | +10.6% | -18.1% | +28.6% | +10.6% |
| YTD | +17.2% | -0.1% | +17.3% | +17.3% |
| 1Y | +17.6% | -51.4% | +69.0% | +17.4% |
| 3Y | +124.3% | -95.9% | +220.2% | +119.5% |
| All | +147.3% | -97.3% | +244.5% | +154.0% |
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 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