-95.5%
TSLQ vs PFGC
+61.7%
-157.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | -1.1% |
| 7D | -8.0% | -3.7% | -4.3% | -11.7% |
| 30D | -23.8% | -16.0% | -7.8% | -36.8% |
| 3M | -7.0% | -4.1% | -2.9% | -10.3% |
| 6M | -17.1% | +8.7% | -25.8% | -6.4% |
| YTD | +0.1% | +6.4% | -6.3% | +11.1% |
| 1Y | -51.2% | -8.4% | -42.8% | -57.0% |
| All | -95.5% | +61.7% | -157.2% | -90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling