-97.6%
TSLQ vs GPC
+4.5%
-102.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -1.2% |
| 7D | +4.7% | +0.4% | +4.3% | +5.0% |
| 30D | -5.6% | -1.8% | -3.8% | -6.3% |
| 3M | -34.6% | -6.6% | -28.0% | -36.4% |
| 6M | -11.4% | +21.3% | -32.7% | -0.8% |
| YTD | -14.1% | +4.3% | -18.4% | -9.5% |
| 1Y | -20.7% | +3.3% | -24.0% | -17.1% |
| 3Y | -96.9% | +0.8% | -97.6% | -96.2% |
| All | -97.6% | +4.5% | -102.1% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling