-49.7%
TSLQ vs PLTD
-33.9%
-15.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.6% | +7.3% | +9.6% |
| 7D | -5.8% | +5.9% | -11.7% | -8.1% |
| 30D | -22.1% | -11.6% | -10.5% | -17.0% |
| 3M | +10.1% | -29.9% | +40.0% | +23.9% |
| 6M | -6.8% | -28.5% | +21.8% | +1.2% |
| YTD | +8.5% | -20.4% | +28.9% | +3.7% |
| 1Y | -49.7% | -33.3% | -16.5% | -57.9% |
| All | -49.7% | -33.9% | -15.8% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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