-48.9%
TSLL vs GFS
+17.0%
-65.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.9% | +6.0% | +8.5% |
| 7D | -14.3% | -3.1% | -11.2% | -12.3% |
| 30D | -6.2% | -16.0% | +9.9% | +1.8% |
| 3M | +21.2% | -24.7% | +45.9% | +36.6% |
| 6M | -36.6% | -45.1% | +8.5% | -18.1% |
| YTD | -47.8% | +16.5% | -64.2% | -39.1% |
| All | -48.9% | +17.0% | -65.9% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling