-95.5%
TSLQ vs GAP
+108.0%
-203.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.7% | -1.7% |
| 7D | -8.0% | -3.2% | -4.8% | -9.2% |
| 30D | -23.8% | -0.7% | -23.1% | -24.0% |
| 3M | -7.0% | -0.5% | -6.5% | -6.8% |
| 6M | -17.1% | -5.0% | -12.1% | -17.1% |
| YTD | +0.1% | -14.7% | +14.7% | -3.3% |
| 1Y | -51.2% | -8.6% | -42.5% | -50.4% |
| All | -95.5% | +108.0% | -203.4% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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