-33.0%
TSLL vs GH
+56.7%
-89.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -2.8% |
| 7D | +17.8% | +0.6% | +17.3% | +17.7% |
| 30D | +8.2% | -6.9% | +15.2% | +13.0% |
| 3M | +20.9% | -4.9% | +25.8% | +24.0% |
| 6M | -37.5% | +54.1% | -91.6% | -46.1% |
| YTD | -44.5% | +48.5% | -93.0% | -51.2% |
| 1Y | -33.0% | +61.2% | -94.1% | -43.3% |
| All | -33.0% | +56.7% | -89.6% | -43.3% |
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