-97.1%
TSLQ vs GAP
+198.5%
-295.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +1.6% |
| 7D | +5.7% | -6.3% | +12.0% | +3.1% |
| 30D | -21.1% | -0.2% | -20.8% | -21.1% |
| 3M | -11.5% | 0.0% | -11.5% | -11.2% |
| 6M | -14.9% | -8.1% | -6.8% | -15.9% |
| YTD | +2.4% | -16.5% | +18.9% | -1.4% |
| 1Y | -49.8% | -10.5% | -39.3% | -49.4% |
| 3Y | -95.8% | +104.0% | -199.8% | -93.5% |
| All | -97.1% | +198.5% | -295.6% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling