-35.3%
TSLL vs GE
+277.7%
-313.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.1% | -12.9% | -13.0% |
| 7D | +1.9% | -1.6% | +3.5% | +3.4% |
| 30D | +17.8% | -11.6% | +29.3% | +32.3% |
| 3M | -37.0% | +3.0% | -40.0% | -41.1% |
| 6M | -37.7% | -0.5% | -37.1% | -40.0% |
| YTD | -51.4% | +9.7% | -61.1% | -59.5% |
| 1Y | -23.4% | +20.0% | -43.4% | -42.9% |
| All | -35.3% | +277.7% | -313.0% | -83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling