-51.3%
TSLQ vs GGLL
+72.6%
-123.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -8.0% |
| 7D | -8.6% | +1.9% | -10.4% | -7.2% |
| 30D | -24.9% | -9.7% | -15.1% | -29.0% |
| 3M | -1.5% | -18.0% | +16.5% | -5.6% |
| 6M | -18.1% | +15.3% | -33.3% | +4.9% |
| YTD | -0.1% | +2.2% | -2.3% | +19.3% |
| All | -51.3% | +72.6% | -123.9% | -6.3% |
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 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