+227.5%
GH vs TSLQ
-97.2%
+324.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.2% |
| 7D | -2.5% | -6.6% | +4.1% | -3.5% |
| 30D | -4.7% | -24.3% | +19.6% | -8.2% |
| 3M | +20.2% | -3.6% | +23.8% | +22.5% |
| 6M | +78.8% | -12.0% | +90.7% | +83.2% |
| YTD | +54.1% | +1.4% | +52.7% | +62.5% |
| 1Y | +177.1% | -43.6% | +220.6% | +168.5% |
| 3Y | +371.6% | -95.4% | +467.0% | +283.1% |
| All | +227.5% | -97.2% | +324.7% | +159.1% |
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