-48.4%
TSLL vs GLXY
-56.6%
+8.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +2.0% |
| 7D | -11.0% | -16.2% | +5.1% | -4.8% |
| 30D | -5.3% | -30.6% | +25.3% | +6.8% |
| 3M | +20.8% | -27.7% | +48.5% | +33.7% |
| 6M | -36.0% | -53.3% | +17.3% | -18.6% |
| YTD | -47.3% | -36.9% | -10.4% | -42.0% |
| 1Y | -48.4% | -55.6% | +7.2% | -35.8% |
| All | -48.4% | -56.6% | +8.1% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling