-60.9%
TSLL vs GGLL
-16.9%
-43.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.5% | -17.4% | -19.7% |
| 7D | -28.9% | -1.3% | -27.6% | -28.3% |
| 30D | -21.4% | -36.3% | +14.8% | -3.8% |
| 3M | +5.0% | -42.7% | +47.7% | +35.2% |
| 6M | -36.6% | -53.1% | +16.5% | -10.1% |
| YTD | -56.6% | -32.1% | -24.6% | -53.3% |
| 1Y | -60.9% | -20.1% | -40.8% | -63.8% |
| All | -60.9% | -16.9% | -43.9% | -63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling