+620.7%
GEV vs TSLL
+18.5%
+602.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.8% | +11.9% | +1.9% |
| 7D | +3.3% | +1.9% | +1.4% | +2.6% |
| 30D | -7.5% | +17.8% | -25.2% | -10.6% |
| 3M | -2.2% | -37.0% | +34.8% | +2.9% |
| 6M | +12.1% | -37.7% | +49.8% | +16.8% |
| YTD | +44.4% | -51.4% | +95.8% | +55.5% |
| 1Y | +57.7% | -23.4% | +81.0% | +55.2% |
| All | +620.7% | +18.5% | +602.3% | +486.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling