+47.9%
PPL vs TSLQ
-97.3%
+145.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.0% | +7.9% | -0.2% |
| 7D | +1.8% | -8.6% | +10.3% | +1.7% |
| 30D | -1.1% | -24.9% | +23.8% | -1.3% |
| 3M | 0.0% | -1.5% | +1.6% | +0.2% |
| 6M | -7.6% | -18.1% | +10.5% | -7.6% |
| YTD | +1.7% | -0.1% | +1.8% | +2.1% |
| 1Y | +1.5% | -51.4% | +52.9% | +0.9% |
| 3Y | +55.3% | -95.9% | +151.2% | +51.0% |
| All | +47.9% | -97.3% | +145.2% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling