-97.0%
TSLQ vs GAP
+220.2%
-317.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +12.2% |
| 7D | -5.8% | -4.5% | -1.3% | -7.5% |
| 30D | -22.1% | +9.0% | -31.1% | -19.4% |
| 3M | +10.1% | +5.0% | +5.1% | +12.5% |
| 6M | -6.8% | -17.8% | +11.0% | -11.6% |
| YTD | +8.5% | -10.4% | +18.9% | +7.3% |
| 1Y | -49.7% | -3.4% | -46.3% | -47.9% |
| 3Y | -95.6% | +111.5% | -207.1% | -93.1% |
| All | -97.0% | +220.2% | -317.1% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling