-10.3%
GTLB vs TSLQ
-95.5%
+85.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +2.4% |
| 7D | -4.1% | +5.7% | -9.8% | -3.2% |
| 30D | +12.3% | -21.1% | +33.4% | +9.2% |
| 3M | +65.9% | -11.5% | +77.4% | +66.7% |
| 6M | +104.0% | -14.9% | +118.9% | +106.4% |
| YTD | +26.0% | +2.4% | +23.6% | +32.6% |
| 1Y | -3.5% | -49.8% | +46.3% | -7.9% |
| All | -10.3% | -95.5% | +85.2% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling