-5.4%
TSLL vs GH
+598.2%
-603.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | -11.0% | -11.2% | +0.2% | -6.3% |
| 30D | -5.3% | -7.2% | +1.9% | -1.8% |
| 3M | +20.8% | -7.1% | +27.9% | +24.1% |
| 6M | -36.0% | +62.3% | -98.3% | -46.4% |
| YTD | -47.3% | +52.1% | -99.4% | -55.4% |
| 1Y | -48.4% | +58.6% | -107.1% | -57.0% |
| 3Y | -5.4% | +619.9% | -625.3% | -55.7% |
| All | -5.4% | +598.2% | -603.6% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling