+124.6%
GLD vs TSLL
-62.0%
+186.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -21.9% | +22.7% | +1.1% |
| 7D | +1.9% | -28.9% | +30.8% | +2.4% |
| 30D | -1.8% | -21.4% | +19.7% | -1.5% |
| 3M | -3.6% | +5.0% | -8.6% | -3.8% |
| 6M | -10.2% | -36.6% | +26.3% | -9.9% |
| YTD | -5.3% | -56.6% | +51.4% | -4.8% |
| 1Y | +2.5% | -60.9% | +63.3% | +2.9% |
| 3Y | +103.2% | -25.2% | +128.4% | +102.6% |
| All | +124.6% | -62.0% | +186.6% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling