-97.6%
TSLQ vs PEGA
+41.1%
-138.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.2% |
| 7D | +4.7% | -8.2% | +12.9% | +0.5% |
| 30D | -5.6% | -11.6% | +6.0% | -10.9% |
| 3M | -34.6% | -4.2% | -30.4% | -35.2% |
| 6M | -11.4% | -12.0% | +0.6% | -15.6% |
| YTD | -14.1% | -46.9% | +32.8% | -35.4% |
| 1Y | -20.7% | -47.0% | +26.2% | -40.2% |
| 3Y | -96.9% | +40.9% | -137.7% | -95.0% |
| All | -97.6% | +41.1% | -138.7% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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