-47.2%
GLXY vs TSLQ
-32.4%
-14.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.7% | -9.0% | -3.7% |
| 7D | +5.3% | -16.8% | +22.1% | -1.8% |
| 30D | -19.8% | -18.0% | -1.8% | -22.9% |
| 3M | -31.4% | -34.5% | +3.1% | -37.4% |
| 6M | -53.3% | -8.9% | -44.4% | -48.3% |
| YTD | -35.7% | -19.0% | -16.7% | -31.2% |
| 1Y | -47.2% | -38.2% | -9.0% | -47.4% |
| All | -47.2% | -32.4% | -14.8% | -47.4% |
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