+70.6%
GEN vs TSLQ
-97.0%
+167.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.6% |
| 7D | +2.0% | -16.8% | +18.9% | +0.9% |
| 30D | +27.7% | -18.0% | +45.7% | +26.4% |
| 3M | +3.3% | -34.5% | +37.7% | +1.1% |
| 6M | +31.8% | -8.9% | +40.7% | +33.2% |
| YTD | +13.5% | -19.0% | +32.5% | +14.7% |
| 1Y | +16.0% | -38.2% | +54.3% | +15.6% |
| 3Y | +70.6% | -96.9% | +167.5% | +60.5% |
| All | +70.6% | -97.0% | +167.6% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling