-97.0%
TSLQ vs GPC
+15.7%
-112.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +12.5% |
| 7D | -5.8% | +1.2% | -7.0% | -5.3% |
| 30D | -22.1% | +6.0% | -28.1% | -19.8% |
| 3M | +10.1% | +42.6% | -32.6% | +33.1% |
| 6M | -6.8% | +22.8% | -29.5% | +4.9% |
| YTD | +8.5% | +15.5% | -6.9% | +19.7% |
| 1Y | -49.7% | +2.0% | -51.8% | -48.8% |
| 3Y | -95.6% | -1.4% | -94.2% | -94.9% |
| All | -97.0% | +15.7% | -112.7% | -95.7% |
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