-97.8%
TSLQ vs PFGC
+132.7%
-230.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -4.4% |
| 7D | -26.6% | +0.3% | -26.8% | -26.2% |
| 30D | -17.5% | +16.1% | -33.6% | -7.4% |
| 3M | -41.7% | +2.4% | -44.1% | -41.5% |
| 6M | -16.9% | +15.7% | -32.6% | -6.2% |
| YTD | -21.9% | +22.3% | -44.2% | -4.8% |
| 1Y | -32.5% | +13.9% | -46.4% | -24.3% |
| 3Y | -97.2% | +80.3% | -177.4% | -94.4% |
| All | -97.8% | +132.7% | -230.5% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling