-36.6%
TSLL vs GLXY
-56.1%
+19.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.1% | -14.8% | -18.8% |
| 7D | -28.9% | -28.4% | -0.5% | -18.5% |
| 30D | -21.4% | -41.4% | +20.0% | -2.3% |
| 3M | +5.0% | -31.9% | +36.9% | +20.9% |
| 6M | -36.6% | -57.2% | +20.6% | -9.7% |
| All | -36.6% | -56.1% | +19.5% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling