-38.9%
TSLL vs GLXY
-41.9%
+3.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.2% | +3.4% | +6.6% |
| 7D | -21.2% | -14.6% | -6.6% | -17.0% |
| 30D | -13.3% | -36.2% | +22.9% | +1.1% |
| 3M | +15.4% | -30.1% | +45.5% | +29.3% |
| 6M | -34.2% | -56.1% | +21.9% | -14.0% |
| YTD | -52.9% | -38.9% | -14.0% | -47.9% |
| 1Y | -54.3% | -55.0% | +0.7% | -43.9% |
| All | -38.9% | -41.9% | +3.0% | -33.6% |
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