+627.7%
GEV vs TSLL
+27.5%
+600.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +3.2% | +5.1% | -2.0% | +2.1% |
| 30D | -4.0% | +20.0% | -24.0% | -7.5% |
| 3M | +3.4% | -23.8% | +27.2% | +5.6% |
| 6M | +14.7% | -30.3% | +45.0% | +17.3% |
| YTD | +45.8% | -47.7% | +93.4% | +55.1% |
| 1Y | +57.4% | -21.2% | +78.6% | +54.3% |
| All | +627.7% | +27.5% | +600.1% | +485.3% |
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