-27.2%
TSLQ vs PLTD
-16.9%
-10.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.8% | -4.7% |
| 7D | -7.3% | -1.6% | -5.8% | -5.4% |
| 30D | -13.2% | +18.5% | -31.7% | -19.0% |
| 3M | -37.6% | -2.4% | -35.2% | -35.9% |
| 6M | -9.3% | -34.6% | +25.3% | +4.5% |
| YTD | -19.1% | -21.4% | +2.4% | -25.2% |
| 1Y | -27.2% | -16.8% | -10.4% | -37.8% |
| All | -27.2% | -16.9% | -10.3% | -37.8% |
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