+83.6%
GD vs TSLQ
-97.3%
+180.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.4% | +7.7% | -0.9% |
| 7D | -5.0% | +19.7% | -24.7% | -4.3% |
| 30D | +8.9% | +4.1% | +4.8% | +9.3% |
| 3M | -8.0% | -30.9% | +22.8% | -8.9% |
| 6M | +2.9% | -13.6% | +16.5% | +3.3% |
| YTD | +7.1% | -2.6% | +9.7% | +8.4% |
| 1Y | +5.9% | -10.4% | +16.4% | +7.2% |
| 3Y | +53.9% | -96.4% | +150.2% | +45.4% |
| All | +83.6% | -97.3% | +180.9% | +84.0% |
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