-52.1%
TSLL vs GFS
-34.3%
-17.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.9% | +6.0% | +6.9% |
| 7D | -14.3% | -3.1% | -11.2% | -10.7% |
| 30D | -6.2% | -16.0% | +9.9% | +8.9% |
| 3M | +21.2% | -24.7% | +45.9% | +50.7% |
| 6M | -36.6% | -45.1% | +8.5% | +0.6% |
| YTD | -47.8% | +16.5% | -64.2% | -62.4% |
| 1Y | -45.2% | +19.3% | -64.6% | -61.9% |
| 3Y | -3.3% | -20.0% | +16.7% | +0.3% |
| All | -52.1% | -34.3% | -17.8% | -45.7% |
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