-60.9%
TSLL vs GD
+6.0%
-66.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.3% | -19.6% | -21.2% |
| 7D | -28.9% | -3.9% | -25.0% | -28.0% |
| 30D | -21.4% | +8.1% | -29.5% | -22.1% |
| 3M | +5.0% | -6.8% | +11.7% | +7.1% |
| 6M | -36.6% | +3.0% | -39.6% | -38.0% |
| YTD | -56.6% | +7.8% | -64.4% | -58.8% |
| 1Y | -60.9% | +5.8% | -66.7% | -62.1% |
| All | -60.9% | +6.0% | -66.8% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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