+12.4%
GD vs TSLQ
-49.0%
+61.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.2% | -0.9% |
| 7D | -3.5% | -8.6% | +5.1% | -3.6% |
| 30D | -9.0% | -24.9% | +15.8% | -9.4% |
| 3M | +5.1% | -1.5% | +6.6% | +5.3% |
| 6M | -1.0% | -18.1% | +17.1% | -1.1% |
| YTD | +7.3% | -0.1% | +7.4% | +8.2% |
| 1Y | +12.4% | -51.4% | +63.8% | +12.5% |
| All | +12.4% | -49.0% | +61.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling