-21.2%
TSLL vs GNRC
+1.4%
-22.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.8% |
| 7D | +5.1% | +3.2% | +2.0% | +3.3% |
| 30D | +20.0% | -9.5% | +29.5% | +25.6% |
| 3M | -23.8% | -28.5% | +4.8% | -8.8% |
| 6M | -30.3% | -10.0% | -20.3% | -23.6% |
| YTD | -47.7% | +36.7% | -84.4% | -52.0% |
| 1Y | -21.2% | +2.6% | -23.8% | -16.6% |
| All | -21.2% | +1.4% | -22.5% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling