-24.9%
TSLL vs GH
+440.6%
-465.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.0% | -12.9% | -18.6% |
| 7D | -28.9% | -17.2% | -11.7% | -23.4% |
| 30D | -21.4% | -10.1% | -11.3% | -17.7% |
| 3M | +5.0% | -6.0% | +11.0% | +7.3% |
| 6M | -36.6% | +71.4% | -108.0% | -47.7% |
| YTD | -56.6% | +50.2% | -106.9% | -63.1% |
| 1Y | -60.9% | +61.4% | -122.3% | -67.5% |
| All | -24.9% | +440.6% | -465.5% | -62.5% |
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