-14.8%
PNR vs TSLQ
-95.6%
+80.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.3% |
| 7D | -6.0% | -6.6% | +0.6% | -6.5% |
| 30D | -14.0% | -24.3% | +10.3% | -15.6% |
| 3M | -21.7% | -3.6% | -18.1% | -20.9% |
| 6M | -37.3% | -12.0% | -25.3% | -36.6% |
| YTD | -45.1% | +1.4% | -46.5% | -43.6% |
| 1Y | -49.1% | -43.6% | -5.6% | -49.9% |
| 3Y | -14.8% | -95.4% | +80.6% | -19.9% |
| All | -14.8% | -95.6% | +80.7% | -19.9% |
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