-49.7%
TSLQ vs GFI
+45.3%
-95.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.6% | +13.6% | +11.3% |
| 7D | -5.8% | +3.1% | -8.9% | -3.9% |
| 30D | -22.1% | +27.1% | -49.2% | -13.3% |
| 3M | +10.1% | +21.2% | -11.1% | +23.6% |
| 6M | -6.8% | -4.5% | -2.3% | +1.0% |
| YTD | +8.5% | +11.7% | -3.2% | +26.4% |
| 1Y | -49.7% | +46.0% | -95.8% | -32.4% |
| All | -49.7% | +45.3% | -95.0% | -32.4% |
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