-49.7%
TSLQ vs GGLL
+80.0%
-129.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.3% | +14.3% | +10.6% |
| 7D | -5.8% | -4.8% | -1.0% | -8.3% |
| 30D | -22.1% | -13.7% | -8.4% | -28.4% |
| 3M | +10.1% | -21.9% | +31.9% | +2.6% |
| 6M | -6.8% | +11.7% | -18.4% | +16.8% |
| YTD | +8.5% | +2.3% | +6.3% | +29.7% |
| 1Y | -49.7% | +76.2% | -125.9% | -5.1% |
| All | -49.7% | +80.0% | -129.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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