-95.9%
TSLQ vs PTC
-8.0%
-87.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.5% | -2.5% | -12.7% |
| 7D | -8.6% | -12.8% | +4.2% | -18.6% |
| 30D | -24.9% | -9.8% | -15.1% | -30.4% |
| 3M | -1.5% | -2.1% | +0.5% | -5.6% |
| 6M | -18.1% | -18.1% | 0.0% | -36.2% |
| YTD | -0.1% | -23.5% | +23.4% | -28.0% |
| 1Y | -51.4% | -37.4% | -14.0% | -72.6% |
| 3Y | -95.9% | -7.2% | -88.7% | -94.2% |
| All | -95.9% | -8.0% | -87.9% | -94.2% |
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