-51.9%
TSLL vs GFI
+461.3%
-513.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +7.9% |
| 7D | +5.8% | +5.7% | +0.1% | +4.9% |
| 30D | +21.7% | +15.6% | +6.1% | +19.2% |
| 3M | -28.2% | +31.5% | -59.8% | -31.2% |
| 6M | -29.5% | -3.7% | -25.7% | -30.1% |
| YTD | -47.5% | +11.2% | -58.8% | -48.8% |
| 1Y | -20.8% | +36.4% | -57.2% | -23.7% |
| 3Y | -26.7% | +313.5% | -340.3% | -33.2% |
| All | -51.9% | +461.3% | -513.2% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling