+209.5%
GOOGL vs TSLQ
-97.3%
+306.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.0% | +7.9% | -1.0% |
| 7D | +1.1% | -8.6% | +9.6% | +0.1% |
| 30D | -4.4% | -24.9% | +20.4% | -7.4% |
| 3M | -6.8% | -1.5% | -5.3% | -4.8% |
| 6M | +13.6% | -18.1% | +31.6% | +14.9% |
| YTD | +8.3% | -0.1% | +8.4% | +12.9% |
| 1Y | +44.9% | -51.4% | +96.3% | +41.0% |
| 3Y | +150.5% | -95.9% | +246.4% | +118.9% |
| All | +209.5% | -97.3% | +306.8% | +172.2% |
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