-55.4%
TSLL vs GIS
-41.0%
-14.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.4% | -12.5% |
| 7D | +1.9% | -7.8% | +9.7% | -0.4% |
| 30D | +17.8% | +6.6% | +11.2% | +19.9% |
| 3M | -37.0% | +21.0% | -58.0% | -32.5% |
| 6M | -37.7% | -9.1% | -28.6% | -39.0% |
| YTD | -51.4% | -13.6% | -37.8% | -53.1% |
| 1Y | -23.4% | -18.0% | -5.3% | -27.0% |
| 3Y | -30.8% | -33.7% | +2.9% | -38.9% |
| All | -55.4% | -41.0% | -14.4% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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