-75.1%
TSLQ vs PLTD
-77.3%
+2.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.3% | -10.3% | -9.7% |
| 7D | -8.6% | +4.5% | -13.1% | -11.6% |
| 30D | -24.9% | -0.7% | -24.1% | -24.0% |
| 3M | -1.5% | -31.0% | +29.5% | +20.4% |
| 6M | -18.1% | -24.8% | +6.8% | -10.5% |
| YTD | -0.1% | -18.6% | +18.4% | -2.6% |
| 1Y | -51.4% | -31.8% | -19.6% | -43.2% |
| All | -75.1% | -77.3% | +2.2% | -3.8% |
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 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