+5.1%
GNRC vs TSLQ
-50.5%
+55.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.0% | -9.6% | +4.5% |
| 7D | +1.9% | -5.8% | +7.7% | +1.1% |
| 30D | -13.8% | -22.1% | +8.3% | -17.3% |
| 3M | -32.6% | +10.1% | -42.7% | -28.4% |
| 6M | -15.2% | -6.8% | -8.4% | -10.4% |
| YTD | +37.4% | +8.5% | +28.8% | +48.6% |
| 1Y | +5.1% | -49.7% | +54.9% | +8.6% |
| All | +5.1% | -50.5% | +55.6% | +8.6% |
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