-97.2%
TSLQ vs PTEN
+20.6%
-117.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.2% |
| 7D | -6.6% | +3.5% | -10.1% | -5.4% |
| 30D | -24.3% | +17.5% | -41.8% | -19.5% |
| 3M | -3.6% | +12.7% | -16.3% | +1.0% |
| 6M | -12.0% | +33.1% | -45.0% | -1.5% |
| YTD | +1.4% | +116.4% | -115.1% | +43.0% |
| 1Y | -43.6% | +141.2% | -184.7% | -14.0% |
| 3Y | -95.4% | -3.8% | -91.6% | -92.8% |
| All | -97.2% | +20.6% | -117.7% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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