-6.8%
TSLQ vs GPC
+21.8%
-28.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +12.0% |
| 7D | -5.8% | +1.2% | -7.0% | -5.8% |
| 30D | -22.1% | +6.0% | -28.1% | -22.0% |
| 3M | +10.1% | +42.6% | -32.6% | +26.9% |
| 6M | -6.8% | +22.8% | -29.5% | -5.3% |
| All | -6.8% | +21.8% | -28.6% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling