+131.8%
GLD vs TSLQ
-97.6%
+229.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | +2.8% | +4.7% | -1.9% | +3.0% |
| 30D | -4.0% | -5.6% | +1.6% | -4.0% |
| 3M | -8.2% | -34.6% | +26.3% | -8.8% |
| 6M | -14.8% | -11.4% | -3.5% | -14.7% |
| YTD | -6.8% | -14.1% | +7.3% | -6.7% |
| 1Y | -2.4% | -20.7% | +18.4% | -2.3% |
| 3Y | +105.8% | -96.9% | +202.6% | +103.3% |
| All | +131.8% | -97.6% | +229.5% | +133.2% |
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