-51.7%
TSLL vs GAP
+156.0%
-207.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -11.0% | -0.1% | -10.9% | -10.9% |
| 30D | -5.3% | -5.4% | +0.1% | -3.3% |
| 3M | +20.8% | +2.9% | +17.9% | +17.2% |
| 6M | -36.0% | -4.4% | -31.6% | -36.6% |
| YTD | -47.3% | -11.6% | -35.7% | -46.5% |
| 1Y | -48.4% | -6.0% | -42.4% | -49.4% |
| 3Y | -5.4% | +78.0% | -83.4% | -31.7% |
| All | -51.7% | +156.0% | -207.7% | -72.3% |
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