-37.4%
TSLL vs GILD
+108.6%
-146.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +6.1% | -4.8% | +10.9% | +7.3% |
| 30D | +20.6% | +5.8% | +14.8% | +19.1% |
| 3M | -25.4% | +14.9% | -40.3% | -28.2% |
| 6M | -34.2% | -0.4% | -33.9% | -34.1% |
| YTD | -48.4% | +18.5% | -66.9% | -50.7% |
| 1Y | -30.8% | +25.1% | -56.0% | -35.4% |
| 3Y | -37.4% | +105.9% | -143.3% | -46.0% |
| All | -37.4% | +108.6% | -146.0% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling