-47.2%
TSLL vs GFS
-30.9%
-16.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.8% |
| 7D | +33.0% | +17.2% | +15.7% | +17.2% |
| 30D | +7.7% | -8.7% | +16.4% | +16.8% |
| 3M | +34.7% | -19.7% | +54.4% | +60.0% |
| 6M | -31.5% | -40.7% | +9.2% | +1.8% |
| YTD | -42.4% | +22.5% | -64.9% | -60.2% |
| 1Y | -39.7% | +25.2% | -64.9% | -59.6% |
| 3Y | +3.4% | -17.7% | +21.1% | +4.7% |
| All | -47.2% | -30.9% | -16.3% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling