+518.8%
GEV vs TSLL
+35.8%
+482.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.8% | -4.4% | +0.4% |
| 7D | -3.0% | +0.5% | -3.4% | -3.4% |
| 30D | -18.9% | +2.7% | -21.5% | -19.5% |
| 3M | -20.1% | +26.3% | -46.3% | -24.0% |
| 6M | -24.6% | -37.2% | +12.6% | -21.3% |
| YTD | +24.0% | -44.2% | +68.2% | +29.9% |
| 1Y | +40.6% | -44.0% | +84.6% | +46.9% |
| All | +518.8% | +35.8% | +482.9% | +390.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling