+202.4%
GRMN vs TSLQ
-97.3%
+299.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -1.4% | -8.0% | +6.6% | -2.0% |
| 30D | -13.1% | -23.8% | +10.7% | -14.8% |
| 3M | +14.9% | -7.0% | +22.0% | +15.9% |
| 6M | +13.1% | -17.1% | +30.2% | +13.9% |
| YTD | +35.3% | +0.1% | +35.2% | +39.4% |
| 1Y | +16.0% | -51.2% | +67.2% | +13.3% |
| 3Y | +179.6% | -95.9% | +275.5% | +149.5% |
| All | +202.4% | -97.3% | +299.6% | +180.9% |
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