+14.9%
GLXY vs TSLQ
-50.5%
+65.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.0% | -12.6% | +4.1% |
| 7D | +13.4% | -5.8% | +19.2% | +12.3% |
| 30D | +38.1% | -22.1% | +60.2% | +28.2% |
| 3M | -7.3% | +10.1% | -17.4% | +4.7% |
| 6M | +8.2% | -6.8% | +14.9% | +19.3% |
| YTD | +17.8% | +8.5% | +9.2% | +39.7% |
| 1Y | +14.9% | -49.7% | +64.7% | +16.9% |
| All | +14.9% | -50.5% | +65.4% | +16.9% |
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