+205.9%
GS vs TSLL
-51.4%
+257.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.3% | +9.9% | +4.2% |
| 7D | +0.3% | -9.4% | +9.7% | +1.3% |
| 30D | +3.9% | +1.6% | +2.3% | +3.5% |
| 3M | -11.4% | +29.4% | -40.8% | -14.3% |
| 6M | +3.7% | -20.1% | +23.8% | +3.8% |
| YTD | +7.1% | -44.5% | +51.6% | +10.3% |
| 1Y | +19.7% | -46.0% | +65.7% | +22.9% |
| 3Y | +202.8% | -4.3% | +207.1% | +166.4% |
| All | +205.9% | -51.4% | +257.2% | +203.4% |
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