+283.4%
PSX vs TSLQ
-97.2%
+380.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.3% |
| 7D | +1.7% | -6.6% | +8.3% | +1.4% |
| 30D | +15.6% | -24.3% | +39.9% | +14.4% |
| 3M | +46.5% | -3.6% | +50.1% | +47.2% |
| 6M | +55.0% | -12.0% | +67.0% | +55.7% |
| YTD | +105.3% | +1.4% | +103.9% | +108.4% |
| 1Y | +101.6% | -43.6% | +145.2% | +99.3% |
| 3Y | +134.1% | -95.4% | +229.5% | +119.6% |
| All | +283.4% | -97.2% | +380.6% | +285.4% |
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