-21.0%
TSLQ vs GFI
+6.9%
-27.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.3% | +0.1% | +9.1% |
| 7D | +9.8% | +1.4% | +8.4% | +10.5% |
| 30D | -6.0% | +3.0% | -9.0% | -4.4% |
| 3M | -35.0% | +10.2% | -45.2% | -31.2% |
| 6M | -24.9% | -10.1% | -14.9% | -23.5% |
| YTD | -12.7% | -11.4% | -1.3% | -2.9% |
| 1Y | -21.0% | +8.4% | -29.4% | +7.7% |
| All | -21.0% | +6.9% | -27.9% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling