-97.0%
TSLQ vs GGLL
+195.8%
-292.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.5% | -13.6% | -9.5% |
| 7D | +8.5% | +6.3% | +2.1% | +13.6% |
| 30D | -4.8% | -35.1% | +30.3% | -26.7% |
| 3M | -34.9% | -37.7% | +2.8% | -50.7% |
| 6M | -10.6% | -54.1% | +43.5% | -41.1% |
| YTD | -13.4% | -29.4% | +16.0% | -18.1% |
| 1Y | -25.9% | -13.4% | -12.5% | -15.4% |
| 3Y | -96.9% | +158.3% | -255.2% | -88.8% |
| All | -97.0% | +195.8% | -292.8% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling