-26.7%
TSLL vs GFI
+317.3%
-344.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +8.0% |
| 7D | +5.8% | +5.7% | +0.1% | +4.6% |
| 30D | +21.7% | +15.6% | +6.1% | +18.4% |
| 3M | -28.2% | +31.5% | -59.8% | -32.1% |
| 6M | -29.5% | -3.7% | -25.7% | -30.2% |
| YTD | -47.5% | +11.2% | -58.8% | -49.3% |
| 1Y | -20.8% | +36.4% | -57.2% | -25.0% |
| 3Y | -26.7% | +313.5% | -340.3% | -38.4% |
| All | -26.7% | +317.3% | -344.0% | -38.4% |
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