+46.9%
GILD vs TSLQ
-22.4%
+69.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.1% | +12.5% | +1.4% |
| 7D | -0.6% | +8.5% | -9.1% | -0.7% |
| 30D | +12.0% | -4.8% | +16.8% | +12.0% |
| 3M | +27.8% | -34.9% | +62.7% | +28.0% |
| 6M | +30.5% | -10.6% | +41.1% | +29.7% |
| YTD | +40.4% | -13.4% | +53.8% | +36.7% |
| All | +46.9% | -22.4% | +69.3% | +43.4% |
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