+57.7%
GEV vs TSLQ
-50.5%
+108.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | +1.9% |
| 7D | +3.3% | -5.8% | +9.1% | +2.6% |
| 30D | -7.5% | -22.1% | +14.6% | -10.8% |
| 3M | -2.2% | +10.1% | -12.2% | +2.9% |
| 6M | +12.1% | -6.8% | +18.9% | +16.5% |
| YTD | +44.4% | +8.5% | +35.9% | +54.6% |
| 1Y | +57.7% | -49.7% | +107.4% | +70.4% |
| All | +57.7% | -50.5% | +108.1% | +70.4% |
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