+265.2%
GS vs TSLQ
-97.8%
+363.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.8% | +7.6% | +1.1% |
| 7D | -0.1% | -7.3% | +7.2% | -0.5% |
| 30D | +3.7% | -13.2% | +16.9% | +2.8% |
| 3M | -10.0% | -37.6% | +27.7% | -13.5% |
| 6M | -1.0% | -9.3% | +8.3% | +1.4% |
| YTD | +7.0% | -19.1% | +26.0% | +9.7% |
| 1Y | +16.6% | -27.2% | +43.8% | +18.8% |
| 3Y | +204.4% | -97.1% | +301.5% | +157.4% |
| All | +265.2% | -97.8% | +363.0% | +233.7% |
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