-52.0%
TSLL vs GILD
+171.3%
-223.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +5.1% | -2.6% | +7.8% | +5.9% |
| 30D | +20.0% | +9.5% | +10.5% | +16.8% |
| 3M | -23.8% | +16.8% | -40.6% | -27.8% |
| 6M | -30.3% | +0.6% | -30.8% | -30.5% |
| YTD | -47.7% | +20.1% | -67.8% | -51.0% |
| 1Y | -21.2% | +29.1% | -50.3% | -28.7% |
| 3Y | -26.9% | +111.5% | -138.4% | -43.9% |
| All | -52.0% | +171.3% | -223.4% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling