-43.4%
GIS vs TSLQ
-97.2%
+53.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -6.4% | -6.6% | +0.2% | -6.3% |
| 30D | -6.1% | -24.3% | +18.2% | -5.8% |
| 3M | +7.8% | -3.6% | +11.4% | +7.6% |
| 6M | -8.8% | -12.0% | +3.2% | -9.0% |
| YTD | -19.1% | +1.4% | -20.5% | -19.5% |
| 1Y | -24.8% | -43.6% | +18.8% | -24.7% |
| 3Y | -37.6% | -95.4% | +57.8% | -36.0% |
| All | -43.4% | -97.2% | +53.8% | -41.2% |
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