-56.8%
TSLL vs GFS
-37.4%
-19.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.2% | +2.4% | +3.6% |
| 7D | -21.2% | -7.8% | -13.4% | -14.7% |
| 30D | -13.3% | -19.7% | +6.4% | +3.8% |
| 3M | +15.4% | -23.1% | +38.5% | +40.6% |
| 6M | -34.2% | -46.4% | +12.1% | +6.0% |
| YTD | -52.9% | +11.0% | -63.9% | -64.8% |
| 1Y | -54.3% | +12.6% | -67.0% | -66.7% |
| 3Y | -18.4% | -24.9% | +6.6% | -11.0% |
| All | -56.8% | -37.4% | -19.5% | -49.2% |
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