+50.4%
PPL vs TSLQ
-97.8%
+148.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | -1.0% |
| 7D | -1.0% | -7.3% | +6.4% | -1.0% |
| 30D | +3.0% | -13.2% | +16.3% | +3.0% |
| 3M | +1.1% | -37.6% | +38.8% | +0.8% |
| 6M | -0.8% | -9.3% | +8.5% | -0.5% |
| YTD | +3.5% | -19.1% | +22.5% | +3.7% |
| 1Y | -0.9% | -27.2% | +26.3% | -0.7% |
| 3Y | +54.2% | -97.1% | +151.3% | +48.1% |
| All | +50.4% | -97.8% | +148.2% | +54.2% |
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