-46.0%
TSLL vs GILD
+45.2%
-91.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.2% | -10.5% | -6.0% |
| 7D | -9.4% | +9.6% | -19.0% | -8.8% |
| 30D | +1.6% | +20.6% | -19.1% | +2.6% |
| 3M | +29.4% | +29.7% | -0.3% | +31.0% |
| 6M | -20.1% | +33.1% | -53.2% | -18.9% |
| YTD | -44.5% | +44.7% | -89.2% | -38.1% |
| 1Y | -46.0% | +45.4% | -91.4% | -38.9% |
| All | -46.0% | +45.2% | -91.2% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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