-12.6%
GTLB vs TSLQ
-97.3%
+84.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -8.0% | +2.6% | -6.8% |
| 7D | +4.6% | -8.6% | +13.1% | +3.0% |
| 30D | +21.0% | -24.9% | +45.9% | +15.8% |
| 3M | +51.7% | -1.5% | +53.2% | +55.9% |
| 6M | +89.3% | -18.1% | +107.3% | +90.6% |
| YTD | +25.6% | -0.1% | +25.7% | +33.1% |
| 1Y | -1.5% | -51.4% | +49.8% | -7.9% |
| 3Y | -9.9% | -95.9% | +86.0% | -36.2% |
| All | -12.6% | -97.3% | +84.6% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling