+35.8%
GFS vs TSLQ
-50.5%
+86.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.0% | -10.5% | +3.6% |
| 7D | +1.0% | -5.8% | +6.8% | +0.2% |
| 30D | -8.6% | -22.1% | +13.5% | -12.0% |
| 3M | -46.5% | +10.1% | -56.6% | -43.6% |
| 6M | -4.8% | -6.8% | +1.9% | -0.1% |
| YTD | +29.7% | +8.5% | +21.1% | +37.2% |
| 1Y | +35.8% | -49.7% | +85.6% | +43.7% |
| All | +35.8% | -50.5% | +86.3% | +43.7% |
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