+0.5%
PPG vs TSLQ
-97.2%
+97.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -1.8% |
| 7D | -5.1% | +5.7% | -10.8% | -4.7% |
| 30D | -9.6% | -21.1% | +11.5% | -11.0% |
| 3M | -6.4% | -11.5% | +5.1% | -6.2% |
| 6M | +0.5% | -14.9% | +15.4% | +1.4% |
| YTD | +4.4% | +2.4% | +2.0% | +7.2% |
| 1Y | -0.9% | -49.8% | +48.9% | -3.0% |
| 3Y | -17.0% | -95.8% | +78.9% | -25.9% |
| All | +0.5% | -97.2% | +97.7% | -8.2% |
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