+37.4%
GILD vs TSLQ
-50.5%
+87.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | -0.1% |
| 7D | +3.7% | -5.8% | +9.4% | +3.6% |
| 30D | +14.6% | -22.1% | +36.7% | +14.6% |
| 3M | +17.7% | +10.1% | +7.6% | +17.1% |
| 6M | +3.1% | -6.8% | +9.9% | +2.5% |
| YTD | +24.5% | +8.5% | +16.0% | +23.1% |
| 1Y | +37.4% | -49.7% | +87.1% | +35.4% |
| All | +37.4% | -50.5% | +87.9% | +35.4% |
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