-51.9%
TSLL vs GM
+140.2%
-192.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.2% | +10.1% | +9.9% |
| 7D | +5.8% | +0.4% | +5.4% | +5.3% |
| 30D | +21.7% | -1.8% | +23.5% | +23.8% |
| 3M | -28.2% | +2.6% | -30.9% | -29.7% |
| 6M | -29.5% | +14.6% | -44.0% | -37.4% |
| YTD | -47.5% | +6.2% | -53.7% | -50.7% |
| 1Y | -20.8% | +48.7% | -69.5% | -47.1% |
| 3Y | -26.7% | +168.3% | -195.0% | -73.1% |
| All | -51.9% | +140.2% | -192.1% | -80.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling