+405.6%
PR vs TSLQ
-97.0%
+502.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.0% | -13.6% | -0.7% |
| 7D | +2.9% | -5.8% | +8.7% | +2.6% |
| 30D | +18.0% | -22.1% | +40.1% | +16.1% |
| 3M | +16.9% | +10.1% | +6.8% | +19.3% |
| 6M | +28.2% | -6.8% | +35.0% | +29.6% |
| YTD | +69.3% | +8.5% | +60.8% | +74.5% |
| 1Y | +69.5% | -49.7% | +119.2% | +62.9% |
| 3Y | +81.7% | -95.6% | +177.3% | +55.9% |
| All | +405.6% | -97.0% | +502.6% | +342.9% |
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 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