-20.1%
TSLQ vs GGLL
-16.8%
-3.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.5% | -13.6% | -9.9% |
| 7D | +8.5% | +6.3% | +2.1% | +12.2% |
| 30D | -4.8% | -35.1% | +30.3% | -21.8% |
| 3M | -34.9% | -37.7% | +2.8% | -47.1% |
| 6M | -10.6% | -54.1% | +43.5% | -33.7% |
| YTD | -13.4% | -29.4% | +16.0% | -11.0% |
| All | -20.1% | -16.8% | -3.3% | -4.6% |
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