+133.3%
PSX vs TSLQ
-95.5%
+228.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -0.8% |
| 7D | +1.5% | +5.7% | -4.2% | +1.8% |
| 30D | +15.8% | -21.1% | +36.9% | +14.7% |
| 3M | +43.0% | -11.5% | +54.5% | +43.1% |
| 6M | +61.1% | -14.9% | +76.0% | +61.5% |
| YTD | +104.5% | +2.4% | +102.1% | +108.0% |
| 1Y | +102.5% | -49.8% | +152.3% | +98.5% |
| All | +133.3% | -95.5% | +228.8% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling