-55.4%
TSLL vs GM
+145.7%
-201.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.7% | -12.6% |
| 7D | +1.9% | +1.9% | 0.0% | +0.2% |
| 30D | +17.8% | -1.4% | +19.1% | +19.5% |
| 3M | -37.0% | +5.9% | -42.9% | -39.8% |
| 6M | -37.7% | +12.4% | -50.1% | -43.6% |
| YTD | -51.4% | +8.6% | -60.0% | -55.2% |
| 1Y | -23.4% | +52.6% | -76.0% | -49.9% |
| 3Y | -30.8% | +169.7% | -200.4% | -74.6% |
| All | -55.4% | +145.7% | -201.1% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling