-75.0%
TSLQ vs PLTD
-77.2%
+2.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -8.0% | -0.9% | -7.1% | -7.1% |
| 30D | -23.8% | +1.3% | -25.1% | -24.1% |
| 3M | -7.0% | -32.9% | +25.9% | +16.3% |
| 6M | -17.1% | -24.9% | +7.8% | -9.4% |
| YTD | +0.1% | -18.2% | +18.3% | -2.7% |
| 1Y | -51.2% | -28.7% | -22.5% | -45.4% |
| All | -75.0% | -77.2% | +2.2% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling