-96.9%
TSLQ vs PTC
+29.2%
-126.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.9% |
| 7D | -7.3% | +0.5% | -7.8% | -7.0% |
| 30D | -13.2% | +0.9% | -14.1% | -12.6% |
| 3M | -37.6% | +30.4% | -68.0% | -25.3% |
| 6M | -9.3% | +34.4% | -43.7% | +4.5% |
| YTD | -19.1% | +12.6% | -31.6% | -23.6% |
| 1Y | -27.2% | +10.2% | -37.4% | -33.3% |
| All | -96.9% | +29.2% | -126.1% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling