-55.4%
TSLL vs GNRC
-24.7%
-30.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.4% | -14.2% | -13.3% |
| 7D | +1.9% | +1.9% | 0.0% | +0.6% |
| 30D | +17.8% | -13.8% | +31.6% | +28.2% |
| 3M | -37.0% | -32.6% | -4.4% | -19.2% |
| 6M | -37.7% | -15.2% | -22.5% | -31.4% |
| YTD | -51.4% | +37.4% | -88.8% | -61.3% |
| 1Y | -23.4% | +5.1% | -28.5% | -28.7% |
| 3Y | -30.8% | +57.5% | -88.3% | -50.0% |
| All | -55.4% | -24.7% | -30.8% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling