-49.1%
TSLL vs GE
+622.1%
-671.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -4.0% |
| 7D | +17.8% | +2.7% | +15.2% | +14.9% |
| 30D | +8.2% | +8.1% | +0.2% | +0.7% |
| 3M | +20.9% | -7.9% | +28.7% | +29.6% |
| 6M | -37.5% | +12.9% | -50.4% | -46.7% |
| YTD | -44.5% | +8.2% | -52.7% | -52.1% |
| 1Y | -33.0% | +9.7% | -42.6% | -42.9% |
| 3Y | -6.4% | +266.1% | -272.5% | -72.0% |
| All | -49.1% | +622.1% | -671.3% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling