-49.8%
TSLQ vs PFGC
-9.2%
-40.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.1% |
| 7D | +5.7% | -4.8% | +10.5% | +4.5% |
| 30D | -21.1% | -17.2% | -3.9% | -24.8% |
| 3M | -11.5% | -6.3% | -5.2% | -12.8% |
| 6M | -14.9% | +8.8% | -23.7% | -12.2% |
| YTD | +2.4% | +4.9% | -2.5% | +4.9% |
| 1Y | -49.8% | -9.5% | -40.3% | -50.9% |
| All | -49.8% | -9.2% | -40.5% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling