+402.2%
PR vs TSLQ
-97.8%
+499.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.5% |
| 7D | +6.0% | -16.8% | +22.8% | +4.5% |
| 30D | -4.2% | -18.0% | +13.8% | -5.2% |
| 3M | +10.0% | -34.5% | +44.4% | +7.4% |
| 6M | +15.6% | -8.9% | +24.5% | +17.3% |
| YTD | +68.2% | -19.0% | +87.2% | +70.5% |
| 1Y | +79.2% | -38.2% | +117.4% | +77.1% |
| 3Y | +94.9% | -96.9% | +191.8% | +63.5% |
| All | +402.2% | -97.8% | +499.9% | +332.9% |
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