+69.5%
PR vs TSLQ
-50.5%
+120.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.0% | -13.6% | -2.0% |
| 7D | +2.9% | -5.8% | +8.7% | +3.1% |
| 30D | +18.0% | -22.1% | +40.1% | +19.1% |
| 3M | +16.9% | +10.1% | +6.8% | +15.5% |
| 6M | +28.2% | -6.8% | +35.0% | +27.7% |
| YTD | +69.3% | +8.5% | +60.8% | +68.3% |
| 1Y | +69.5% | -49.7% | +119.2% | +69.3% |
| All | +69.5% | -50.5% | +120.0% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling