-49.1%
TSLL vs GAP
+145.5%
-194.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | +17.8% | -1.9% | +19.7% | +18.8% |
| 30D | +8.2% | -7.1% | +15.3% | +11.2% |
| 3M | +20.9% | +4.1% | +16.8% | +16.5% |
| 6M | -37.5% | +1.9% | -39.4% | -39.7% |
| YTD | -44.5% | -15.2% | -29.3% | -42.8% |
| 1Y | -33.0% | -10.6% | -22.3% | -32.9% |
| 3Y | -6.4% | +74.6% | -81.0% | -31.9% |
| All | -49.1% | +145.5% | -194.6% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling