+52.2%
PPL vs TSLQ
-97.3%
+149.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.4% | +7.8% | -0.6% |
| 7D | +0.4% | +19.7% | -19.3% | +0.6% |
| 30D | +5.4% | +4.1% | +1.3% | +5.5% |
| 3M | +4.3% | -30.9% | +35.1% | +4.0% |
| 6M | -1.3% | -13.6% | +12.3% | -1.3% |
| YTD | +4.7% | -2.6% | +7.3% | +5.1% |
| 1Y | +1.3% | -10.4% | +11.7% | +1.6% |
| 3Y | +57.2% | -96.4% | +153.6% | +51.5% |
| All | +52.2% | -97.3% | +149.6% | +56.3% |
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