-51.7%
TSLL vs GEN
+35.9%
-87.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -11.0% | +1.0% | -12.0% | -11.8% |
| 30D | -5.3% | +29.1% | -34.4% | -21.2% |
| 3M | +20.8% | +2.9% | +17.9% | +15.7% |
| 6M | -36.0% | +33.6% | -69.6% | -50.8% |
| YTD | -47.3% | +12.0% | -59.3% | -53.6% |
| 1Y | -48.4% | +16.2% | -64.6% | -56.1% |
| 3Y | -5.4% | +65.1% | -70.5% | -30.8% |
| All | -51.7% | +35.9% | -87.6% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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