-3.3%
TSLL vs GFI
+243.2%
-246.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.8% | +6.1% | +9.8% |
| 7D | -14.3% | +18.0% | -32.3% | -17.8% |
| 30D | -6.2% | +11.5% | -17.6% | -8.8% |
| 3M | +21.2% | +2.8% | +18.4% | +20.6% |
| 6M | -36.6% | -6.4% | -30.1% | -36.2% |
| YTD | -47.8% | -1.1% | -46.7% | -48.4% |
| 1Y | -45.2% | +10.8% | -56.0% | -46.6% |
| 3Y | -3.3% | +248.8% | -252.0% | -21.2% |
| All | -3.3% | +243.2% | -246.5% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling