-18.4%
TSLL vs GM
+198.3%
-216.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.5% | +12.2% | +11.4% |
| 7D | -21.2% | -1.4% | -19.8% | -20.3% |
| 30D | -13.3% | +6.4% | -19.7% | -18.2% |
| 3M | +15.4% | -0.7% | +16.1% | +14.5% |
| 6M | -34.2% | +9.9% | -44.2% | -40.0% |
| YTD | -52.9% | +6.7% | -59.6% | -56.3% |
| 1Y | -54.3% | +26.2% | -80.6% | -63.3% |
| 3Y | -18.4% | +205.0% | -223.4% | -64.7% |
| All | -18.4% | +198.3% | -216.6% | -64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling