+401.9%
PWR vs TSLQ
-97.3%
+499.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -8.0% | +10.3% | +1.4% |
| 7D | +4.5% | -8.6% | +13.1% | +3.6% |
| 30D | -4.9% | -24.9% | +20.0% | -7.8% |
| 3M | -7.9% | -1.5% | -6.4% | -6.0% |
| 6M | +18.3% | -18.1% | +36.4% | +19.8% |
| YTD | +51.5% | -0.1% | +51.6% | +57.8% |
| 1Y | +70.3% | -51.4% | +121.7% | +66.5% |
| 3Y | +210.6% | -95.9% | +306.5% | +170.6% |
| All | +401.9% | -97.3% | +499.2% | +361.4% |
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 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