+276.9%
PSX vs TSLQ
-97.0%
+373.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.0% | -11.8% | +0.7% |
| 7D | +4.5% | -5.8% | +10.3% | +4.3% |
| 30D | +26.6% | -22.1% | +48.7% | +25.4% |
| 3M | +39.3% | +10.1% | +29.2% | +40.9% |
| 6M | +56.8% | -6.8% | +63.6% | +57.9% |
| YTD | +101.8% | +8.5% | +93.3% | +105.5% |
| 1Y | +99.6% | -49.7% | +149.3% | +95.8% |
| 3Y | +140.3% | -95.6% | +236.0% | +125.3% |
| All | +276.9% | -97.0% | +373.9% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling