-97.2%
TSLQ vs PTC
+29.2%
-126.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | -2.6% |
| 7D | -8.0% | -13.6% | +5.6% | -18.6% |
| 30D | -23.8% | -14.7% | -9.1% | -32.6% |
| 3M | -7.0% | -5.9% | -1.1% | -13.3% |
| 6M | -17.1% | -21.1% | +4.0% | -35.9% |
| YTD | +0.1% | -26.0% | +26.1% | -27.2% |
| 1Y | -51.2% | -36.8% | -14.4% | -70.0% |
| 3Y | -95.9% | -10.3% | -85.6% | -94.9% |
| All | -97.2% | +29.2% | -126.4% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling