+386.0%
PWR vs TSLQ
-97.2%
+483.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.0% |
| 7D | -0.2% | +5.7% | -5.9% | +0.6% |
| 30D | -7.7% | -21.1% | +13.4% | -10.0% |
| 3M | -4.9% | -11.5% | +6.6% | -4.4% |
| 6M | +9.7% | -14.9% | +24.6% | +11.6% |
| YTD | +46.7% | +2.4% | +44.3% | +53.3% |
| 1Y | +58.7% | -49.8% | +108.5% | +55.7% |
| 3Y | +200.7% | -95.8% | +296.5% | +162.8% |
| All | +386.0% | -97.2% | +483.2% | +348.1% |
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