-55.0%
TSLL vs GGLL
+328.7%
-383.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.3% | -9.5% | -10.1% |
| 7D | +1.9% | -4.8% | +6.7% | +5.7% |
| 30D | +17.8% | -13.7% | +31.5% | +30.4% |
| 3M | -37.0% | -21.9% | -15.2% | -25.2% |
| 6M | -37.7% | +11.7% | -49.3% | -46.2% |
| YTD | -51.4% | +2.3% | -53.6% | -55.7% |
| 1Y | -23.4% | +76.2% | -99.5% | -55.1% |
| 3Y | -30.8% | +245.0% | -275.8% | -74.9% |
| All | -55.0% | +328.7% | -383.7% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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