-48.9%
TSLL vs GEN
+38.7%
-87.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.1% | +3.7% | +4.5% |
| 7D | +0.5% | -0.8% | +1.3% | +1.0% |
| 30D | +2.7% | +31.2% | -28.5% | -15.4% |
| 3M | +26.3% | +6.1% | +20.2% | +18.7% |
| 6M | -37.2% | +38.1% | -75.3% | -52.7% |
| YTD | -44.2% | +14.4% | -58.6% | -51.5% |
| 1Y | -44.0% | +15.1% | -59.1% | -51.6% |
| 3Y | 0.0% | +68.5% | -68.5% | -27.7% |
| All | -48.9% | +38.7% | -87.6% | -60.2% |
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