+797.9%
GE vs TSLQ
-97.3%
+895.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -1.3% |
| 7D | +1.2% | -8.6% | +9.7% | +0.5% |
| 30D | -9.5% | -24.9% | +15.4% | -11.5% |
| 3M | +4.1% | -1.5% | +5.6% | +5.5% |
| 6M | +3.9% | -18.1% | +22.0% | +4.6% |
| YTD | +9.0% | -0.1% | +9.1% | +12.1% |
| 1Y | +21.9% | -51.4% | +73.3% | +19.2% |
| 3Y | +281.8% | -95.9% | +377.7% | +240.0% |
| All | +797.9% | -97.3% | +895.1% | +747.6% |
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