-97.2%
TSLQ vs PTC
+33.6%
-130.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.5% | -2.5% | -12.6% |
| 7D | -8.6% | -12.8% | +4.2% | -18.5% |
| 30D | -24.9% | -9.8% | -15.1% | -30.3% |
| 3M | -1.5% | -2.1% | +0.5% | -5.0% |
| 6M | -18.1% | -18.1% | 0.0% | -34.5% |
| YTD | -0.1% | -23.5% | +23.4% | -25.2% |
| 1Y | -51.4% | -37.4% | -14.0% | -70.7% |
| 3Y | -95.9% | -7.2% | -88.7% | -94.8% |
| All | -97.2% | +33.6% | -130.8% | -95.3% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling