-12.9%
GTLB vs TSLQ
-97.2%
+84.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.8% |
| 7D | -5.7% | -6.6% | +0.9% | -6.9% |
| 30D | +15.1% | -24.3% | +39.4% | +10.3% |
| 3M | +65.5% | -3.6% | +69.1% | +68.9% |
| 6M | +102.9% | -12.0% | +114.8% | +107.2% |
| YTD | +25.2% | +1.4% | +23.8% | +33.0% |
| 1Y | -5.5% | -43.6% | +38.0% | -9.0% |
| 3Y | -10.9% | -95.4% | +84.5% | -33.7% |
| All | -12.9% | -97.2% | +84.3% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling