+71.8%
GH vs TSLQ
-17.8%
+89.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.4% | -10.1% | -2.8% |
| 7D | -7.7% | +9.8% | -17.5% | -6.5% |
| 30D | -10.0% | -6.0% | -3.9% | -10.3% |
| 3M | +5.5% | -35.0% | +40.5% | +0.7% |
| 6M | +84.9% | -24.9% | +109.8% | +85.6% |
| YTD | +65.0% | -12.7% | +77.7% | +68.1% |
| 1Y | +71.8% | -21.0% | +92.8% | +73.8% |
| All | +71.8% | -17.8% | +89.6% | +73.8% |
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 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