-51.7%
TSLL vs GFS
-34.1%
-17.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.7% |
| 7D | -11.0% | -5.3% | -5.7% | -5.5% |
| 30D | -5.3% | -15.8% | +10.5% | +9.6% |
| 3M | +20.8% | -18.6% | +39.5% | +41.6% |
| 6M | -36.0% | -45.0% | +9.0% | +1.3% |
| YTD | -47.3% | +16.8% | -64.1% | -62.1% |
| 1Y | -48.4% | +17.8% | -66.2% | -63.6% |
| 3Y | -5.4% | -21.5% | +16.1% | -0.4% |
| All | -51.7% | -34.1% | -17.6% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling