+61.5%
GNRC vs TSLQ
-95.6%
+157.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.8% |
| 7D | -0.2% | -6.6% | +6.4% | -1.0% |
| 30D | -15.7% | -24.3% | +8.6% | -18.3% |
| 3M | -27.3% | -3.6% | -23.7% | -25.9% |
| 6M | -12.1% | -12.0% | -0.1% | -9.7% |
| YTD | +37.1% | +1.4% | +35.7% | +44.1% |
| 1Y | -0.5% | -43.6% | +43.1% | -0.1% |
| 3Y | +61.5% | -95.4% | +156.9% | +48.0% |
| All | +61.5% | -95.6% | +157.1% | +48.0% |
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