+34.6%
PNR vs TSLQ
-97.3%
+131.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -3.9% | -8.0% | +4.1% | -4.5% |
| 30D | -13.8% | -23.8% | +10.0% | -15.6% |
| 3M | -22.5% | -7.0% | -15.5% | -21.9% |
| 6M | -37.2% | -17.1% | -20.0% | -36.8% |
| YTD | -44.2% | +0.1% | -44.3% | -42.6% |
| 1Y | -46.6% | -51.2% | +4.5% | -48.3% |
| 3Y | -12.5% | -95.9% | +83.4% | -24.4% |
| All | +34.6% | -97.3% | +131.9% | +18.9% |
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 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