-2.8%
GLD vs TSLQ
-22.7%
+20.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | +2.8% | +4.7% | -1.9% | +3.5% |
| 30D | -4.0% | -5.6% | +1.6% | -4.0% |
| 3M | -8.2% | -34.6% | +26.3% | -10.5% |
| 6M | -14.8% | -11.4% | -3.5% | -13.6% |
| YTD | -6.8% | -14.1% | +7.3% | -6.1% |
| All | -2.8% | -22.7% | +20.0% | -2.3% |
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