-97.2%
TSLQ vs GFI
+477.9%
-575.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -1.2% |
| 7D | -6.6% | -4.9% | -1.7% | -7.3% |
| 30D | -24.3% | +10.7% | -35.0% | -22.9% |
| 3M | -3.6% | +25.6% | -29.2% | +0.5% |
| 6M | -12.0% | -8.3% | -3.7% | -9.6% |
| YTD | +1.4% | +6.3% | -4.9% | +5.2% |
| 1Y | -43.6% | +22.1% | -65.6% | -40.8% |
| 3Y | -95.4% | +289.2% | -384.6% | -95.0% |
| All | -97.2% | +477.9% | -575.1% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling