-18.5%
GPN vs TSLQ
-97.3%
+78.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | -6.2% | -8.0% | +1.8% | -7.0% |
| 30D | +1.0% | -23.8% | +24.8% | -1.5% |
| 3M | +36.9% | -7.0% | +43.9% | +38.0% |
| 6M | +16.8% | -17.1% | +33.9% | +17.6% |
| YTD | +13.2% | +0.1% | +13.2% | +17.2% |
| 1Y | +1.4% | -51.2% | +52.6% | -1.9% |
| 3Y | -28.6% | -95.9% | +67.3% | -38.5% |
| All | -18.5% | -97.3% | +78.7% | -29.0% |
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 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