+17.6%
PSA vs TSLQ
-97.2%
+114.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.6% |
| 7D | -1.8% | -6.6% | +4.8% | -2.1% |
| 30D | -8.4% | -24.3% | +15.9% | -9.1% |
| 3M | -7.8% | -3.6% | -4.2% | -7.5% |
| 6M | +0.8% | -12.0% | +12.8% | +1.3% |
| YTD | +16.5% | +1.4% | +15.1% | +17.9% |
| 1Y | +4.7% | -43.6% | +48.3% | +3.9% |
| 3Y | +21.1% | -95.4% | +116.5% | +14.7% |
| All | +17.6% | -97.2% | +114.8% | +12.7% |
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