-59.9%
TSLL vs GGLL
+184.7%
-244.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.5% | -17.4% | -18.8% |
| 7D | -28.9% | -1.3% | -27.6% | -28.1% |
| 30D | -21.4% | -36.3% | +14.8% | +3.4% |
| 3M | +5.0% | -42.7% | +47.7% | +47.0% |
| 6M | -36.6% | -53.1% | +16.5% | +1.1% |
| YTD | -56.6% | -32.1% | -24.6% | -50.1% |
| 1Y | -60.9% | -20.1% | -40.8% | -60.5% |
| 3Y | -25.2% | +151.7% | -176.9% | -67.4% |
| All | -59.9% | +184.7% | -244.6% | -85.5% |
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