-3.3%
TSLL vs GAP
+78.9%
-82.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.5% | +7.4% | +9.5% |
| 7D | -14.3% | 0.0% | -14.4% | -14.2% |
| 30D | -6.2% | -4.3% | -1.8% | -4.6% |
| 3M | +21.2% | +9.4% | +11.8% | +14.6% |
| 6M | -36.6% | -3.3% | -33.3% | -37.4% |
| YTD | -47.8% | -10.5% | -37.2% | -47.2% |
| 1Y | -45.2% | -2.4% | -42.9% | -47.0% |
| 3Y | -3.3% | +80.1% | -83.3% | -13.6% |
| All | -3.3% | +78.9% | -82.2% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling