+16.8%
PSA vs TSLQ
-97.2%
+114.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.1% |
| 7D | -3.6% | +5.7% | -9.3% | -3.4% |
| 30D | -9.4% | -21.1% | +11.7% | -10.0% |
| 3M | -8.2% | -11.5% | +3.3% | -8.1% |
| 6M | -1.8% | -14.9% | +13.1% | -1.5% |
| YTD | +15.7% | +2.4% | +13.3% | +17.2% |
| 1Y | +6.3% | -49.8% | +56.1% | +5.0% |
| 3Y | +21.6% | -95.8% | +117.4% | +13.9% |
| All | +16.8% | -97.2% | +114.0% | +12.1% |
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