+19.6%
GRMN vs TSLQ
-49.6%
+69.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.3% | +4.2% |
| 7D | +2.4% | -6.6% | +9.0% | +2.0% |
| 30D | -8.5% | -24.3% | +15.8% | -9.8% |
| 3M | +19.5% | -3.6% | +23.1% | +20.9% |
| 6M | +21.2% | -12.0% | +33.1% | +22.7% |
| YTD | +41.0% | +1.4% | +39.7% | +44.7% |
| 1Y | +19.6% | -43.6% | +63.1% | +22.6% |
| All | +19.6% | -49.6% | +69.2% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling