+85.4%
GD vs TSLQ
-97.0%
+182.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.0% | -13.8% | -1.4% |
| 7D | -5.3% | -5.8% | +0.5% | -5.4% |
| 30D | -6.4% | -22.1% | +15.7% | -7.1% |
| 3M | +5.7% | +10.1% | -4.3% | +6.7% |
| 6M | -0.9% | -6.8% | +5.8% | -0.4% |
| YTD | +8.2% | +8.5% | -0.4% | +9.7% |
| 1Y | +13.4% | -49.7% | +63.1% | +12.2% |
| 3Y | +68.5% | -95.6% | +164.1% | +60.5% |
| All | +85.4% | -97.0% | +182.4% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling