-55.4%
TSLL vs GFS
-26.9%
-28.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.4% | -13.1% |
| 7D | +1.9% | +1.0% | +0.9% | +1.0% |
| 30D | +17.8% | -8.6% | +26.4% | +25.2% |
| 3M | -37.0% | -46.5% | +9.5% | +5.0% |
| 6M | -37.7% | -4.8% | -32.8% | -40.4% |
| YTD | -51.4% | +29.7% | -81.0% | -67.8% |
| 1Y | -23.4% | +35.8% | -59.2% | -52.7% |
| 3Y | -30.8% | -18.3% | -12.4% | -29.2% |
| All | -55.4% | -26.9% | -28.6% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling