-52.0%
TSLL vs GNRC
-25.0%
-27.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.0% |
| 7D | +5.1% | +3.2% | +2.0% | +3.0% |
| 30D | +20.0% | -9.5% | +29.5% | +26.7% |
| 3M | -23.8% | -28.5% | +4.8% | -6.1% |
| 6M | -30.3% | -10.0% | -20.3% | -26.0% |
| YTD | -47.7% | +36.7% | -84.4% | -58.2% |
| 1Y | -21.2% | +2.6% | -23.8% | -25.5% |
| 3Y | -26.9% | +61.9% | -88.8% | -47.8% |
| All | -52.0% | -25.0% | -27.0% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling