+5.0%
TSLL vs GLXY
-36.6%
+41.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.1% | -14.8% | -18.9% |
| 7D | -28.9% | -28.4% | -0.5% | -18.7% |
| 30D | -21.4% | -41.4% | +20.0% | -2.9% |
| 3M | +5.0% | -31.9% | +36.9% | +20.3% |
| All | +5.0% | -36.6% | +41.6% | +20.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling