-8.9%
TSLQ vs PLTD
-34.3%
+25.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.6% | +2.7% |
| 7D | -16.8% | -4.8% | -12.1% | -14.7% |
| 30D | -18.0% | +16.9% | -34.8% | -21.5% |
| 3M | -34.5% | +2.6% | -37.1% | -34.5% |
| 6M | -8.9% | -36.2% | +27.3% | +0.6% |
| All | -8.9% | -34.3% | +25.4% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling