-56.8%
TSLL vs GE
+603.5%
-660.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +6.0% |
| 7D | -21.2% | +7.1% | -28.3% | -25.7% |
| 30D | -13.3% | +6.5% | -19.8% | -18.2% |
| 3M | +15.4% | -13.6% | +29.0% | +31.6% |
| 6M | -34.2% | +6.0% | -40.2% | -40.3% |
| YTD | -52.9% | +5.4% | -58.3% | -58.3% |
| 1Y | -54.3% | +6.5% | -60.8% | -59.8% |
| 3Y | -18.4% | +268.6% | -287.0% | -75.6% |
| All | -56.8% | +603.5% | -660.3% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling