-97.2%
TSLQ vs GPC
+12.3%
-109.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.9% | -5.1% | -9.3% |
| 7D | -8.6% | +0.2% | -8.8% | -8.6% |
| 30D | -24.9% | -0.4% | -24.5% | -25.0% |
| 3M | -1.5% | +39.2% | -40.7% | +17.8% |
| 6M | -18.1% | +18.2% | -36.3% | -9.6% |
| YTD | -0.1% | +12.1% | -12.2% | +8.5% |
| 1Y | -51.4% | -0.7% | -50.7% | -51.1% |
| 3Y | -95.9% | -1.7% | -94.2% | -95.2% |
| All | -97.2% | +12.3% | -109.5% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling