-56.8%
TSLL vs GEN
+34.9%
-91.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.6% | +11.3% | +10.3% |
| 7D | -21.2% | +2.3% | -23.5% | -22.5% |
| 30D | -13.3% | +33.1% | -46.4% | -29.4% |
| 3M | +15.4% | +6.5% | +8.9% | +7.8% |
| 6M | -34.2% | +53.8% | -88.0% | -54.9% |
| YTD | -52.9% | +11.2% | -64.1% | -58.3% |
| 1Y | -54.3% | +19.4% | -73.7% | -62.1% |
| 3Y | -18.4% | +81.0% | -99.4% | -43.2% |
| All | -56.8% | +34.9% | -91.7% | -65.8% |
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