-23.4%
TSLL vs GH
+169.0%
-192.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.1% | -11.9% |
| 7D | +1.9% | -0.1% | +1.9% | +1.8% |
| 30D | +17.8% | -1.1% | +18.8% | +17.8% |
| 3M | -37.0% | +21.3% | -58.3% | -38.1% |
| 6M | -37.7% | +73.5% | -111.2% | -40.5% |
| YTD | -51.4% | +58.0% | -109.4% | -53.4% |
| 1Y | -23.4% | +163.1% | -186.4% | -0.1% |
| All | -23.4% | +169.0% | -192.4% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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