-78.4%
TSLQ vs PLTD
-77.7%
-0.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -5.5% | -5.6% | -6.7% |
| 7D | +8.5% | +4.2% | +4.2% | +6.6% |
| 30D | -4.8% | +20.8% | -25.6% | -16.5% |
| 3M | -34.9% | -2.6% | -32.3% | -32.4% |
| 6M | -10.6% | -33.1% | +22.5% | +10.3% |
| YTD | -13.4% | -20.0% | +6.7% | -13.4% |
| 1Y | -25.9% | -21.6% | -4.2% | -23.7% |
| All | -78.4% | -77.7% | -0.7% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling