-20.1%
TSLL vs GGLL
-50.3%
+30.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.5% | -12.8% | -8.9% |
| 7D | -9.4% | -23.1% | +13.7% | -1.2% |
| 30D | +1.6% | -32.9% | +34.5% | +19.2% |
| 3M | +29.4% | -44.9% | +74.3% | +68.6% |
| 6M | -20.1% | -49.5% | +29.4% | +1.9% |
| All | -20.1% | -50.3% | +30.1% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling