-60.3%
TSLL vs GE
+585.0%
-645.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.5% | -17.4% | -17.6% |
| 7D | -28.9% | +0.5% | -29.4% | -28.8% |
| 30D | -21.4% | +1.7% | -23.2% | -22.6% |
| 3M | +5.0% | -17.3% | +22.3% | +24.9% |
| 6M | -36.6% | +10.1% | -46.7% | -44.9% |
| YTD | -56.6% | +2.6% | -59.3% | -60.7% |
| 1Y | -60.9% | +3.7% | -64.6% | -64.8% |
| 3Y | -25.2% | +268.3% | -293.5% | -77.6% |
| All | -60.3% | +585.0% | -645.2% | -92.8% |
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 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