-24.9%
TSLL vs GAP
+74.8%
-99.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.6% | -16.2% | -19.6% |
| 7D | -28.9% | -2.1% | -26.8% | -28.1% |
| 30D | -21.4% | -5.1% | -16.3% | -19.8% |
| 3M | +5.0% | +9.8% | -4.8% | -0.7% |
| 6M | -36.6% | -3.6% | -33.0% | -37.3% |
| YTD | -56.6% | -9.8% | -46.8% | -56.3% |
| 1Y | -60.9% | -1.5% | -59.4% | -62.3% |
| All | -24.9% | +74.8% | -99.7% | -33.8% |
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