+285.3%
PSX vs TSLQ
-97.3%
+382.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +1.8% | -8.0% | +9.8% | +1.5% |
| 30D | +21.6% | -23.8% | +45.4% | +20.4% |
| 3M | +46.5% | -7.0% | +53.5% | +46.9% |
| 6M | +62.0% | -17.1% | +79.1% | +62.2% |
| YTD | +106.3% | +0.1% | +106.3% | +109.4% |
| 1Y | +103.0% | -51.2% | +154.1% | +99.0% |
| 3Y | +135.5% | -95.9% | +231.5% | +120.1% |
| All | +285.3% | -97.3% | +382.6% | +287.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling