-95.9%
TSLQ vs GGLL
+247.9%
-343.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -8.0% |
| 7D | -8.6% | +1.9% | -10.4% | -6.8% |
| 30D | -24.9% | -9.7% | -15.1% | -30.1% |
| 3M | -1.5% | -18.0% | +16.5% | -8.3% |
| 6M | -18.1% | +15.3% | -33.3% | +6.2% |
| YTD | -0.1% | +2.2% | -2.3% | +18.5% |
| 1Y | -51.4% | +73.1% | -124.5% | -2.3% |
| 3Y | -95.9% | +242.7% | -338.6% | -79.1% |
| All | -95.9% | +247.9% | -343.8% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling