+5.9%
GD vs TSLQ
-4.4%
+10.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.4% | +7.7% | -0.8% |
| 7D | -5.0% | +19.7% | -24.7% | -4.7% |
| 30D | +8.9% | +4.1% | +4.8% | +9.2% |
| 3M | -8.0% | -30.9% | +22.8% | -8.3% |
| 6M | +2.9% | -13.6% | +16.5% | +2.9% |
| YTD | +7.1% | -2.6% | +9.7% | +8.3% |
| 1Y | +5.9% | -10.4% | +16.4% | +7.2% |
| All | +5.9% | -4.4% | +10.3% | +7.2% |
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