-52.7%
TSLL vs GILD
+167.7%
-220.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +6.1% | -4.8% | +10.9% | +7.6% |
| 30D | +20.6% | +5.8% | +14.8% | +18.6% |
| 3M | -25.4% | +14.9% | -40.3% | -29.1% |
| 6M | -34.2% | -0.4% | -33.9% | -34.2% |
| YTD | -48.4% | +18.5% | -66.9% | -51.5% |
| 1Y | -30.8% | +25.1% | -56.0% | -36.7% |
| 3Y | -37.4% | +105.9% | -143.3% | -51.5% |
| All | -52.7% | +167.7% | -220.4% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling