-48.9%
TSLL vs GH
+187.9%
-236.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.9% |
| 7D | +0.5% | -8.2% | +8.7% | +4.9% |
| 30D | +2.7% | -4.9% | +7.6% | +5.7% |
| 3M | +26.3% | -6.2% | +32.5% | +29.5% |
| 6M | -37.2% | +60.0% | -97.2% | -48.5% |
| YTD | -44.2% | +51.5% | -95.8% | -53.9% |
| 1Y | -44.0% | +58.4% | -102.4% | -54.5% |
| 3Y | 0.0% | +617.2% | -617.2% | -62.6% |
| All | -48.9% | +187.9% | -236.8% | -72.7% |
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