-97.2%
TSLQ vs GGLL
+210.8%
-308.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +2.4% |
| 7D | -16.8% | +7.7% | -24.5% | -12.3% |
| 30D | -18.0% | -30.2% | +12.3% | -33.6% |
| 3M | -34.5% | -31.3% | -3.2% | -46.9% |
| 6M | -8.9% | -52.1% | +43.2% | -38.1% |
| YTD | -19.0% | -25.9% | +6.9% | -20.6% |
| 1Y | -38.2% | -8.5% | -29.8% | -27.4% |
| 3Y | -96.9% | +165.5% | -262.5% | -88.5% |
| All | -97.2% | +210.8% | -308.0% | -87.3% |
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