-3.8%
TSLL vs GD
+59.0%
-62.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.6% | -3.8% | -4.4% |
| 7D | -9.4% | +3.0% | -12.4% | -11.5% |
| 30D | +1.6% | +10.5% | -9.0% | -6.2% |
| 3M | +29.4% | -5.0% | +34.4% | +34.3% |
| 6M | -20.1% | +5.5% | -25.6% | -26.0% |
| YTD | -44.5% | +10.3% | -54.8% | -51.4% |
| 1Y | -46.0% | +8.2% | -54.2% | -51.5% |
| All | -3.8% | +59.0% | -62.8% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling