-51.7%
TSLL vs GH
+188.9%
-240.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.8% |
| 7D | -11.0% | -11.2% | +0.2% | -5.8% |
| 30D | -5.3% | -7.2% | +1.9% | -1.5% |
| 3M | +20.8% | -7.1% | +27.9% | +24.3% |
| 6M | -36.0% | +62.3% | -98.3% | -47.8% |
| YTD | -47.3% | +52.1% | -99.4% | -56.5% |
| 1Y | -48.4% | +58.6% | -107.1% | -58.2% |
| 3Y | -5.4% | +619.9% | -625.3% | -64.7% |
| All | -51.7% | +188.9% | -240.6% | -74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling