-52.1%
TSLL vs GE
+630.2%
-682.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.8% | +7.1% | +7.2% |
| 7D | -14.3% | +6.3% | -20.6% | -18.3% |
| 30D | -6.2% | +8.9% | -15.0% | -13.1% |
| 3M | +21.2% | -9.2% | +30.4% | +32.1% |
| 6M | -36.6% | +13.2% | -49.8% | -45.9% |
| YTD | -47.8% | +9.4% | -57.2% | -55.3% |
| 1Y | -45.2% | +9.8% | -55.0% | -53.1% |
| 3Y | -3.3% | +278.2% | -281.4% | -71.8% |
| All | -52.1% | +630.2% | -682.4% | -91.8% |
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