-17.1%
GPN vs TSLQ
-97.2%
+80.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -4.3% | -6.6% | +2.3% | -5.0% |
| 30D | 0.0% | -24.3% | +24.3% | -2.5% |
| 3M | +35.8% | -3.6% | +39.4% | +37.3% |
| 6M | +22.0% | -12.0% | +34.0% | +23.7% |
| YTD | +15.2% | +1.4% | +13.8% | +19.4% |
| 1Y | +3.5% | -43.6% | +47.0% | +1.7% |
| 3Y | -26.9% | -95.4% | +68.5% | -35.8% |
| All | -17.1% | -97.2% | +80.1% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling