-8.1%
GLD vs TSLQ
-29.0%
+20.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -3.1% |
| 7D | -5.5% | -26.6% | +21.1% | -7.6% |
| 30D | -7.0% | -17.5% | +10.5% | -8.0% |
| 3M | -12.4% | -41.7% | +29.3% | -15.3% |
| 6M | -18.0% | -16.9% | -1.1% | -17.3% |
| YTD | -10.5% | -21.9% | +11.5% | -10.3% |
| 1Y | -8.1% | -32.5% | +24.5% | -8.5% |
| All | -8.1% | -29.0% | +20.9% | -8.5% |
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 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