-20.1%
TSLL vs GD
+7.0%
-27.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.6% | -3.8% | -7.3% |
| 7D | -9.4% | +3.0% | -12.4% | -8.0% |
| 30D | +1.6% | +10.5% | -9.0% | +7.1% |
| 3M | +29.4% | -5.0% | +34.4% | +25.4% |
| 6M | -20.1% | +5.5% | -25.6% | -18.3% |
| All | -20.1% | +7.0% | -27.2% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling