+8.9%
GE vs TSLQ
-17.8%
+26.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.4% | -3.7% | +3.2% |
| 7D | +9.4% | +9.8% | -0.4% | +10.1% |
| 30D | +7.5% | -6.0% | +13.6% | +7.3% |
| 3M | -12.5% | -35.0% | +22.5% | -14.8% |
| 6M | +17.8% | -24.9% | +42.7% | +17.4% |
| YTD | +7.4% | -12.7% | +20.1% | +9.6% |
| 1Y | +8.9% | -21.0% | +29.9% | +10.8% |
| All | +8.9% | -17.8% | +26.7% | +10.8% |
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