-8.2%
GFS vs TSLQ
-97.6%
+89.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.1% |
| 7D | -5.3% | +4.7% | -10.0% | -3.3% |
| 30D | -15.8% | -5.6% | -10.2% | -15.2% |
| 3M | -18.6% | -34.6% | +15.9% | -22.7% |
| 6M | -45.0% | -11.4% | -33.6% | -42.3% |
| YTD | +16.8% | -14.1% | +30.9% | +24.0% |
| 1Y | +17.8% | -20.7% | +38.5% | +24.2% |
| 3Y | -21.5% | -96.9% | +75.3% | -42.2% |
| All | -8.2% | -97.6% | +89.5% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling