+166.7%
GILD vs TSLQ
-97.2%
+264.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.8% |
| 7D | -4.8% | -6.6% | +1.8% | -4.9% |
| 30D | +5.8% | -24.3% | +30.1% | +5.3% |
| 3M | +14.9% | -3.6% | +18.5% | +15.1% |
| 6M | -0.4% | -12.0% | +11.6% | -0.2% |
| YTD | +18.5% | +1.4% | +17.2% | +19.2% |
| 1Y | +25.1% | -43.6% | +68.7% | +24.4% |
| 3Y | +105.9% | -95.4% | +201.3% | +100.2% |
| All | +166.7% | -97.2% | +264.0% | +175.8% |
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 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