+514.9%
GEV vs TSLL
+35.2%
+479.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.2% |
| 7D | +3.7% | +17.8% | -14.1% | +0.8% |
| 30D | -14.7% | +8.2% | -22.9% | -16.1% |
| 3M | -23.4% | +20.9% | -44.3% | -26.6% |
| 6M | -24.3% | -37.5% | +13.2% | -20.9% |
| YTD | +23.2% | -44.5% | +67.7% | +29.2% |
| 1Y | +44.2% | -33.0% | +77.2% | +46.6% |
| All | +514.9% | +35.2% | +479.7% | +387.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling