-56.8%
TSLL vs GAP
+150.3%
-207.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.1% | +12.8% | +10.4% |
| 7D | -21.2% | -3.8% | -17.5% | -19.9% |
| 30D | -13.3% | -9.0% | -4.3% | -10.1% |
| 3M | +15.4% | +5.5% | +9.9% | +10.5% |
| 6M | -34.2% | -11.1% | -23.2% | -33.0% |
| YTD | -52.9% | -13.6% | -39.3% | -51.8% |
| 1Y | -54.3% | -2.9% | -51.5% | -56.0% |
| 3Y | -18.4% | +69.6% | -88.0% | -39.9% |
| All | -56.8% | +150.3% | -207.1% | -75.0% |
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