-97.7%
TSLQ vs PTC
+96.6%
-194.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.9% |
| 7D | -7.3% | +0.5% | -7.8% | -6.9% |
| 30D | -13.2% | +0.9% | -14.1% | -12.6% |
| 3M | -37.6% | +30.4% | -68.0% | -24.2% |
| 6M | -9.3% | +34.4% | -43.7% | +7.5% |
| YTD | -19.1% | +12.6% | -31.6% | -19.4% |
| 1Y | -27.2% | +10.2% | -37.4% | -29.3% |
| 3Y | -97.1% | +29.4% | -126.4% | -95.2% |
| All | -97.7% | +96.6% | -194.4% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling