+1.7%
GFS vs TSLQ
-97.3%
+98.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.0% | +7.7% | -1.7% |
| 7D | +2.6% | -8.6% | +11.2% | +1.2% |
| 30D | -16.4% | -24.9% | +8.5% | -20.1% |
| 3M | -41.6% | -1.5% | -40.1% | -39.5% |
| 6M | -3.7% | -18.1% | +14.4% | -1.1% |
| YTD | +29.3% | -0.1% | +29.4% | +38.3% |
| 1Y | +37.1% | -51.4% | +88.5% | +31.8% |
| 3Y | -22.1% | -95.9% | +73.8% | -39.6% |
| All | +1.7% | -97.3% | +98.9% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling