-49.1%
TSLL vs GNRC
-23.3%
-25.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.0% |
| 7D | +17.8% | +7.9% | +9.9% | +12.5% |
| 30D | +8.2% | -3.7% | +11.9% | +12.1% |
| 3M | +20.9% | -11.9% | +32.8% | +29.9% |
| 6M | -37.5% | -28.6% | -8.9% | -22.8% |
| YTD | -44.5% | +39.9% | -84.4% | -56.4% |
| 1Y | -33.0% | +23.4% | -56.3% | -43.7% |
| 3Y | -6.4% | +84.2% | -90.6% | -37.5% |
| All | -49.1% | -23.3% | -25.8% | -52.9% |
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