-49.8%
TSLQ vs PTC
-37.0%
-12.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.3% |
| 7D | +5.7% | -14.2% | +19.9% | +1.4% |
| 30D | -21.1% | -14.4% | -6.6% | -24.0% |
| 3M | -11.5% | -4.7% | -6.8% | -15.5% |
| 6M | -14.9% | -19.3% | +4.4% | -27.3% |
| YTD | +2.4% | -26.1% | +28.5% | -20.0% |
| 1Y | -49.8% | -37.1% | -12.7% | -71.6% |
| All | -49.8% | -37.0% | -12.8% | -71.6% |
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