-21.2%
TSLL vs GFI
+34.7%
-55.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +5.1% | +4.7% | +0.4% | +3.4% |
| 30D | +20.0% | +14.4% | +5.5% | +14.3% |
| 3M | -23.8% | +32.5% | -56.3% | -31.8% |
| 6M | -30.3% | -7.2% | -23.1% | -31.1% |
| YTD | -47.7% | +10.9% | -58.5% | -52.4% |
| 1Y | -21.2% | +35.5% | -56.6% | -37.7% |
| All | -21.2% | +34.7% | -55.9% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling