+56.2%
GD vs TSLQ
-97.0%
+153.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.2% |
| 7D | +2.7% | -16.8% | +19.5% | +2.1% |
| 30D | +8.6% | -18.0% | +26.6% | +8.2% |
| 3M | -7.1% | -34.5% | +27.4% | -7.9% |
| 6M | +7.5% | -8.9% | +16.4% | +8.1% |
| YTD | +9.9% | -19.0% | +28.9% | +10.6% |
| 1Y | +7.6% | -38.2% | +45.8% | +7.3% |
| 3Y | +56.2% | -96.9% | +153.1% | +51.1% |
| All | +56.2% | -97.0% | +153.2% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling