+96.9%
PSX vs TSLQ
-17.8%
+114.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.4% | -11.0% | -4.6% |
| 7D | -5.2% | +9.8% | -15.0% | -5.3% |
| 30D | -3.7% | -6.0% | +2.3% | -3.7% |
| 3M | +26.8% | -35.0% | +61.8% | +27.5% |
| 6M | +47.3% | -24.9% | +72.3% | +46.7% |
| YTD | +105.4% | -12.7% | +118.1% | +103.8% |
| 1Y | +96.9% | -21.0% | +117.9% | +94.6% |
| All | +96.9% | -17.8% | +114.7% | +94.6% |
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 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