-97.2%
TSLQ vs PSLV
+232.0%
-329.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -0.9% |
| 7D | -6.6% | -3.5% | -3.1% | -7.7% |
| 30D | -24.3% | -2.1% | -22.2% | -24.4% |
| 3M | -3.6% | -1.6% | -2.0% | -2.0% |
| 6M | -12.0% | -25.5% | +13.5% | -13.8% |
| YTD | +1.4% | -11.4% | +12.8% | +9.6% |
| 1Y | -43.6% | +48.6% | -92.1% | -25.0% |
| 3Y | -95.4% | +166.9% | -262.3% | -92.5% |
| All | -97.2% | +232.0% | -329.2% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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