-55.4%
TSLL vs GFI
+463.8%
-519.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -11.6% |
| 7D | +1.9% | +3.1% | -1.2% | +1.5% |
| 30D | +17.8% | +27.1% | -9.4% | +13.7% |
| 3M | -37.0% | +21.2% | -58.2% | -38.9% |
| 6M | -37.7% | -4.5% | -33.2% | -38.2% |
| YTD | -51.4% | +11.7% | -63.1% | -52.5% |
| 1Y | -23.4% | +46.0% | -69.4% | -26.4% |
| 3Y | -30.8% | +309.6% | -340.3% | -37.0% |
| All | -55.4% | +463.8% | -519.2% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling