-25.2%
TSLL vs GLXY
-35.4%
+10.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.9% | +8.3% | +5.3% |
| 7D | +33.0% | +16.9% | +16.0% | +25.0% |
| 30D | +7.7% | -23.0% | +30.7% | +16.6% |
| 3M | +34.7% | -28.0% | +62.7% | +49.0% |
| 6M | -31.5% | -51.6% | +20.1% | -13.8% |
| YTD | -42.4% | -32.1% | -10.2% | -38.9% |
| 1Y | -39.7% | -51.5% | +11.8% | -28.1% |
| All | -25.2% | -35.4% | +10.2% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling