-49.7%
TSLQ vs PTC
-33.3%
-16.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -6.0% | +18.0% | +10.2% |
| 7D | -5.8% | -10.3% | +4.5% | -8.3% |
| 30D | -22.1% | +1.1% | -23.2% | -22.1% |
| 3M | +10.1% | +1.6% | +8.4% | +6.2% |
| 6M | -6.8% | -13.5% | +6.7% | -19.4% |
| YTD | +8.5% | -19.1% | +27.6% | -12.4% |
| 1Y | -49.7% | -33.9% | -15.9% | -69.1% |
| All | -49.7% | -33.3% | -16.5% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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