-12.9%
GNRC vs TSLQ
-97.2%
+84.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -2.2% |
| 7D | -0.7% | +5.7% | -6.4% | +0.2% |
| 30D | -15.8% | -21.1% | +5.2% | -18.4% |
| 3M | -24.0% | -11.5% | -12.5% | -23.2% |
| 6M | -13.8% | -14.9% | +1.1% | -11.4% |
| YTD | +33.2% | +2.4% | +30.8% | +41.9% |
| 1Y | -1.8% | -49.8% | +48.0% | -3.6% |
| 3Y | +57.7% | -95.8% | +153.5% | +29.0% |
| All | -12.9% | -97.2% | +84.3% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling