+5.9%
GEN vs TSLQ
-50.5%
+56.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.0% | -14.2% | -1.3% |
| 7D | -1.2% | -5.8% | +4.6% | -1.4% |
| 30D | +10.1% | -22.1% | +32.2% | +8.7% |
| 3M | +16.1% | +10.1% | +6.0% | +18.3% |
| 6M | +38.9% | -6.8% | +45.6% | +39.8% |
| YTD | +14.4% | +8.5% | +5.9% | +16.1% |
| 1Y | +5.9% | -49.7% | +55.6% | +6.7% |
| All | +5.9% | -50.5% | +56.3% | +6.7% |
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 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