-23.7%
GFS vs TSLQ
-96.4%
+72.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.4% | +14.6% | +4.7% |
| 7D | -7.8% | +19.7% | -27.5% | -4.0% |
| 30D | -19.7% | +4.1% | -23.8% | -17.9% |
| 3M | -23.1% | -30.9% | +7.8% | -25.9% |
| 6M | -46.4% | -13.6% | -32.7% | -44.1% |
| YTD | +11.0% | -2.6% | +13.6% | +19.6% |
| 1Y | +12.6% | -10.4% | +23.1% | +20.7% |
| All | -23.7% | -96.4% | +72.7% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling