-95.9%
TSLQ vs PFG
+71.3%
-167.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.6% | -9.9% |
| 7D | -8.6% | +6.0% | -14.6% | +0.1% |
| 30D | -24.9% | +2.2% | -27.1% | -22.0% |
| 3M | -1.5% | +10.4% | -11.9% | +14.2% |
| 6M | -18.1% | +27.8% | -45.8% | +19.4% |
| YTD | -0.1% | +33.6% | -33.8% | +56.5% |
| 1Y | -51.4% | +49.3% | -100.7% | -7.3% |
| 3Y | -95.9% | +69.7% | -165.7% | -86.9% |
| All | -95.9% | +71.3% | -167.2% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling