+627.7%
GEV vs TSLQ
-96.8%
+724.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +3.2% | -8.0% | +11.2% | +2.0% |
| 30D | -4.0% | -23.8% | +19.8% | -7.8% |
| 3M | +3.4% | -7.0% | +10.4% | +5.4% |
| 6M | +14.7% | -17.1% | +31.8% | +16.9% |
| YTD | +45.8% | +0.1% | +45.7% | +54.7% |
| 1Y | +57.4% | -51.2% | +108.6% | +52.4% |
| All | +627.7% | -96.8% | +724.5% | +467.3% |
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