+41.4%
GS vs TSLL
-22.3%
+63.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.8% | +11.9% | +1.4% |
| 7D | +0.9% | +1.9% | -1.0% | +0.5% |
| 30D | -1.6% | +17.8% | -19.3% | -3.7% |
| 3M | -4.5% | -37.0% | +32.5% | -1.6% |
| 6M | +20.9% | -37.7% | +58.5% | +23.6% |
| YTD | +19.9% | -51.4% | +71.3% | +23.9% |
| 1Y | +41.4% | -23.4% | +64.8% | +46.1% |
| All | +41.4% | -22.3% | +63.7% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling