-55.4%
TSLL vs GD
+71.9%
-127.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.8% | -10.1% | -10.4% |
| 7D | +1.9% | -5.3% | +7.1% | +6.3% |
| 30D | +17.8% | -6.4% | +24.2% | +23.9% |
| 3M | -37.0% | +5.7% | -42.7% | -41.4% |
| 6M | -37.7% | -0.9% | -36.7% | -38.5% |
| YTD | -51.4% | +8.2% | -59.5% | -56.2% |
| 1Y | -23.4% | +13.4% | -36.8% | -34.1% |
| 3Y | -30.8% | +68.5% | -99.3% | -56.2% |
| All | -55.4% | +71.9% | -127.4% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling