-97.0%
TSLQ vs PFG
+118.3%
-215.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.5% | +10.3% |
| 7D | -5.8% | +5.5% | -11.3% | +0.8% |
| 30D | -22.1% | +2.4% | -24.5% | -19.5% |
| 3M | +10.1% | +13.6% | -3.5% | +27.7% |
| 6M | -6.8% | +27.9% | -34.6% | +25.3% |
| YTD | +8.5% | +35.6% | -27.0% | +56.5% |
| 1Y | -49.7% | +48.5% | -98.2% | -18.4% |
| 3Y | -95.6% | +66.9% | -162.5% | -89.7% |
| All | -97.0% | +118.3% | -215.3% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling