-39.7%
TSLL vs GAP
-9.8%
-29.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.6% |
| 7D | +33.0% | -5.2% | +38.1% | +34.2% |
| 30D | +7.7% | -6.9% | +14.6% | +9.6% |
| 3M | +34.7% | +5.7% | +29.0% | +31.3% |
| 6M | -31.5% | +0.9% | -32.4% | -32.7% |
| YTD | -42.4% | -14.5% | -27.9% | -40.0% |
| 1Y | -39.7% | -12.1% | -27.6% | -38.0% |
| All | -39.7% | -9.8% | -29.9% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling