-43.8%
TSLL vs GLXY
-44.8%
+1.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.1% | -14.8% | -19.2% |
| 7D | -28.9% | -28.4% | -0.5% | -20.1% |
| 30D | -21.4% | -41.4% | +20.0% | -5.4% |
| 3M | +5.0% | -31.9% | +36.9% | +18.8% |
| 6M | -36.6% | -57.2% | +20.6% | -16.2% |
| YTD | -56.6% | -41.9% | -14.7% | -51.1% |
| 1Y | -60.9% | -58.7% | -2.2% | -50.3% |
| All | -43.8% | -44.8% | +1.0% | -37.7% |
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