+120.9%
GLD vs TSLL
-53.8%
+174.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.7% |
| 7D | +2.8% | -11.0% | +13.8% | +2.9% |
| 30D | -4.0% | -5.3% | +1.3% | -4.0% |
| 3M | -8.2% | +20.8% | -29.1% | -8.6% |
| 6M | -14.8% | -36.0% | +21.1% | -14.7% |
| YTD | -6.8% | -47.3% | +40.5% | -6.7% |
| 1Y | -2.4% | -48.4% | +46.1% | -2.3% |
| 3Y | +105.8% | -5.4% | +111.2% | +104.5% |
| All | +120.9% | -53.8% | +174.7% | +125.3% |
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 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