+396.1%
PR vs TSLQ
-97.9%
+493.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.6% | +1.7% |
| 7D | +6.7% | -26.6% | +33.3% | +4.2% |
| 30D | -6.1% | -17.5% | +11.4% | -7.0% |
| 3M | +6.9% | -41.7% | +48.5% | +3.4% |
| 6M | +14.6% | -16.9% | +31.5% | +15.4% |
| YTD | +66.1% | -21.9% | +88.1% | +68.0% |
| 1Y | +77.0% | -32.5% | +109.5% | +76.9% |
| 3Y | +93.8% | -97.2% | +191.0% | +61.4% |
| All | +396.1% | -97.9% | +493.9% | +326.4% |
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