+14.7%
GTLB vs TSLQ
-50.5%
+65.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.0% | -10.9% | +2.1% |
| 7D | +11.1% | -5.8% | +16.8% | +10.7% |
| 30D | +37.8% | -22.1% | +59.9% | +35.6% |
| 3M | +61.6% | +10.1% | +51.5% | +64.5% |
| 6M | +98.9% | -6.8% | +105.7% | +98.7% |
| YTD | +32.8% | +8.5% | +24.2% | +34.0% |
| 1Y | +14.7% | -49.7% | +64.4% | +19.7% |
| All | +14.7% | -50.5% | +65.1% | +19.7% |
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 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