+51.7%
PPL vs TSLQ
-97.8%
+149.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.3% |
| 7D | -0.4% | -16.8% | +16.5% | -0.5% |
| 30D | +2.6% | -18.0% | +20.6% | +2.5% |
| 3M | +0.8% | -34.5% | +35.3% | +0.5% |
| 6M | +1.4% | -8.9% | +10.3% | +1.7% |
| YTD | +4.3% | -19.0% | +23.3% | +4.6% |
| 1Y | +0.8% | -38.2% | +39.0% | +0.6% |
| 3Y | +57.9% | -96.9% | +154.8% | +52.2% |
| All | +51.7% | -97.8% | +149.5% | +55.5% |
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