+19.6%
PSA vs TSLQ
-97.3%
+116.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.0% | +7.8% | -0.4% |
| 7D | -0.4% | -8.6% | +8.2% | -0.7% |
| 30D | -8.2% | -24.9% | +16.7% | -9.0% |
| 3M | -2.1% | -1.5% | -0.6% | -1.6% |
| 6M | -0.2% | -18.1% | +17.9% | 0.0% |
| YTD | +18.5% | -0.1% | +18.6% | +19.9% |
| 1Y | +6.6% | -51.4% | +58.0% | +5.1% |
| 3Y | +24.5% | -95.9% | +120.4% | +16.5% |
| All | +19.6% | -97.3% | +116.9% | +14.6% |
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