-97.7%
TSLQ vs PFG
+112.5%
-210.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +4.3% |
| 7D | -16.8% | +2.4% | -19.2% | -14.4% |
| 30D | -18.0% | +5.9% | -23.8% | -12.2% |
| 3M | -34.5% | -0.4% | -34.0% | -34.1% |
| 6M | -8.9% | +14.8% | -23.8% | +7.4% |
| YTD | -19.0% | +31.9% | -50.9% | +13.6% |
| 1Y | -38.2% | +38.8% | -77.0% | -7.7% |
| 3Y | -96.9% | +82.4% | -179.3% | -92.5% |
| All | -97.7% | +112.5% | -210.2% | -94.4% |
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