+37.8%
GEV vs TSLL
-47.2%
+85.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.1% |
| 7D | -13.2% | -11.0% | -2.2% | -11.4% |
| 30D | -20.6% | -5.3% | -15.3% | -20.0% |
| 3M | -19.5% | +20.8% | -40.3% | -23.3% |
| 6M | -23.3% | -36.0% | +12.7% | -18.9% |
| YTD | +22.2% | -47.3% | +69.5% | +33.5% |
| 1Y | +37.8% | -48.4% | +86.2% | +52.0% |
| All | +37.8% | -47.2% | +85.0% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling