-95.5%
TSLQ vs GPC
+0.9%
-96.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +12.5% |
| 7D | -5.8% | +1.2% | -7.0% | -5.4% |
| 30D | -22.1% | +6.0% | -28.1% | -20.0% |
| 3M | +10.1% | +42.6% | -32.6% | +31.7% |
| 6M | -6.8% | +22.8% | -29.5% | +4.2% |
| YTD | +8.5% | +15.5% | -6.9% | +19.2% |
| 1Y | -49.7% | +2.0% | -51.8% | -48.9% |
| All | -95.5% | +0.9% | -96.4% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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