+143.3%
GLD vs TSLL
-57.4%
+200.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.8% | +11.0% | -0.7% |
| 7D | -0.5% | +1.9% | -2.4% | -0.6% |
| 30D | +4.4% | +17.8% | -13.4% | +4.1% |
| 3M | -1.1% | -37.0% | +35.9% | -0.7% |
| 6M | -13.8% | -37.7% | +23.9% | -13.5% |
| YTD | +2.6% | -51.4% | +54.0% | +3.0% |
| 1Y | +24.5% | -23.4% | +47.9% | +24.8% |
| 3Y | +125.8% | -30.8% | +156.6% | +124.9% |
| All | +143.3% | -57.4% | +200.7% | +148.6% |
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