+3.6%
GFS vs TSLQ
-97.3%
+100.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +4.5% | -8.0% | +12.5% | +3.1% |
| 30D | -8.2% | -23.8% | +15.6% | -12.1% |
| 3M | -38.9% | -7.0% | -31.8% | -37.3% |
| 6M | -2.9% | -17.1% | +14.2% | 0.0% |
| YTD | +31.8% | +0.1% | +31.7% | +40.9% |
| 1Y | +43.1% | -51.2% | +94.3% | +37.7% |
| 3Y | -20.6% | -95.9% | +75.3% | -38.5% |
| All | +3.6% | -97.3% | +100.8% | -18.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling