-96.7%
TSLQ vs GGLL
+188.6%
-285.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.4% | -9.8% | -7.5% |
| 7D | +19.7% | +3.1% | +16.6% | +22.6% |
| 30D | +4.1% | -36.3% | +40.4% | -21.0% |
| 3M | -30.9% | -40.4% | +9.5% | -49.3% |
| 6M | -13.6% | -54.6% | +41.0% | -43.5% |
| YTD | -2.6% | -31.1% | +28.5% | -9.5% |
| 1Y | -10.4% | -19.2% | +8.7% | -2.5% |
| 3Y | -96.4% | +151.5% | -247.9% | -87.1% |
| All | -96.7% | +188.6% | -285.3% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling