-23.4%
TSLL vs GM
+52.7%
-76.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.5% | -12.2% |
| 7D | +1.9% | +1.7% | +0.2% | +0.9% |
| 30D | +17.8% | -1.6% | +19.3% | +19.0% |
| 3M | -37.0% | +5.7% | -42.7% | -39.0% |
| 6M | -37.7% | +12.2% | -49.8% | -41.8% |
| YTD | -51.4% | +8.4% | -59.8% | -54.3% |
| 1Y | -23.4% | +52.3% | -75.7% | -31.8% |
| All | -23.4% | +52.7% | -76.1% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling