+767.7%
GE vs TSLQ
-97.2%
+864.9%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.2% |
| 7D | -4.0% | -6.6% | +2.6% | -4.5% |
| 30D | -11.4% | -24.3% | +12.9% | -13.3% |
| 3M | -2.6% | -3.6% | +1.0% | -1.7% |
| 6M | -0.3% | -12.0% | +11.6% | +0.9% |
| YTD | +5.4% | +1.4% | +4.0% | +8.5% |
| 1Y | +15.5% | -43.6% | +59.1% | +14.4% |
| 3Y | +260.8% | -95.4% | +356.2% | +224.9% |
| All | +767.7% | -97.2% | +864.9% | +720.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling