-56.8%
TSLL vs GH
+180.6%
-237.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.7% | +10.3% | +9.3% |
| 7D | -21.2% | -15.6% | -5.6% | -15.1% |
| 30D | -13.3% | -10.4% | -2.9% | -8.7% |
| 3M | +15.4% | -4.3% | +19.6% | +17.2% |
| 6M | -34.2% | +63.5% | -97.8% | -46.5% |
| YTD | -52.9% | +47.7% | -100.6% | -60.7% |
| 1Y | -54.3% | +56.7% | -111.1% | -62.8% |
| 3Y | -18.4% | +443.9% | -462.2% | -65.4% |
| All | -56.8% | +180.6% | -237.4% | -76.7% |
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