-23.4%
TSLL vs GPC
+0.2%
-23.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -11.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +17.8% | +5.1% | +12.6% | +17.2% |
| 3M | -37.0% | +41.5% | -78.5% | -42.6% |
| 6M | -37.7% | +21.8% | -59.5% | -41.3% |
| YTD | -51.4% | +14.6% | -65.9% | -52.4% |
| 1Y | -23.4% | +1.3% | -24.6% | -19.1% |
| All | -23.4% | +0.2% | -23.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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