-97.2%
TSLQ vs PTEN
+21.3%
-118.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.9% |
| 7D | -8.0% | -1.7% | -6.3% | -8.6% |
| 30D | -23.8% | +18.6% | -42.4% | -18.7% |
| 3M | -7.0% | +12.5% | -19.5% | -2.9% |
| 6M | -17.1% | +41.9% | -59.0% | -4.5% |
| YTD | +0.1% | +117.8% | -117.7% | +41.5% |
| 1Y | -51.2% | +145.3% | -196.5% | -25.0% |
| 3Y | -95.9% | -2.8% | -93.1% | -93.6% |
| All | -97.2% | +21.3% | -118.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling