+18.6%
GLXY vs TSLQ
-61.4%
+80.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.0% | +10.7% | +0.1% |
| 7D | +15.5% | -8.6% | +24.0% | +12.9% |
| 30D | +34.1% | -24.9% | +59.0% | +24.7% |
| 3M | -11.3% | -1.5% | -9.8% | -6.2% |
| 6M | +31.6% | -18.1% | +49.7% | +37.5% |
| YTD | +21.0% | -0.1% | +21.1% | +36.0% |
| 1Y | +11.7% | -51.4% | +63.1% | +13.1% |
| All | +18.6% | -61.4% | +80.1% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling