+99.6%
PSX vs TSLQ
-50.5%
+150.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.0% | -11.8% | +0.1% |
| 7D | +4.5% | -5.8% | +10.3% | +4.5% |
| 30D | +26.6% | -22.1% | +48.7% | +26.7% |
| 3M | +39.3% | +10.1% | +29.2% | +38.8% |
| 6M | +56.8% | -6.8% | +63.6% | +56.4% |
| YTD | +101.8% | +8.5% | +93.3% | +102.1% |
| 1Y | +99.6% | -49.7% | +149.3% | +100.5% |
| All | +99.6% | -50.5% | +150.1% | +100.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling