+308.4%
GS vs TSLQ
-97.3%
+405.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.0% | +7.8% | -1.1% |
| 7D | +3.4% | -8.6% | +12.0% | +2.5% |
| 30D | +0.2% | -24.9% | +25.1% | -2.6% |
| 3M | -0.3% | -1.5% | +1.2% | +1.6% |
| 6M | +27.4% | -18.1% | +45.4% | +28.7% |
| YTD | +19.6% | -0.1% | +19.8% | +24.4% |
| 1Y | +42.5% | -51.4% | +93.8% | +38.3% |
| 3Y | +240.4% | -95.9% | +336.4% | +197.2% |
| All | +308.4% | -97.3% | +405.7% | +278.6% |
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