+235.0%
GH vs TSLQ
-97.3%
+332.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.0% | +7.7% | -1.5% |
| 7D | -2.1% | -8.6% | +6.5% | -3.2% |
| 30D | -4.5% | -24.9% | +20.4% | -8.1% |
| 3M | +28.9% | -1.5% | +30.4% | +31.9% |
| 6M | +76.5% | -18.1% | +94.6% | +78.8% |
| YTD | +57.6% | -0.1% | +57.7% | +65.8% |
| 1Y | +167.5% | -51.4% | +218.9% | +152.8% |
| 3Y | +377.4% | -95.9% | +473.3% | +269.2% |
| All | +235.0% | -97.3% | +332.2% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling