+772.4%
GE vs TSLQ
-97.3%
+869.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -1.2% | -8.0% | +6.8% | -1.8% |
| 30D | -11.3% | -23.8% | +12.5% | -13.1% |
| 3M | -1.4% | -7.0% | +5.6% | -0.7% |
| 6M | +1.2% | -17.1% | +18.3% | +1.9% |
| YTD | +5.9% | +0.1% | +5.9% | +8.9% |
| 1Y | +18.4% | -51.2% | +69.6% | +15.8% |
| 3Y | +271.0% | -95.9% | +366.9% | +230.4% |
| All | +772.4% | -97.3% | +869.7% | +723.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling