-36.9%
TSLL vs GLXY
+12.0%
-49.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -11.6% |
| 7D | +1.9% | +13.4% | -11.5% | -2.6% |
| 30D | +17.8% | +38.1% | -20.3% | +4.0% |
| 3M | -37.0% | -7.3% | -29.7% | -36.2% |
| 6M | -37.7% | +8.2% | -45.8% | -41.0% |
| YTD | -51.4% | +17.8% | -69.1% | -57.2% |
| 1Y | -23.4% | +14.9% | -38.3% | -31.5% |
| All | -36.9% | +12.0% | -49.0% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling