-46.0%
TSLL vs GPC
+6.5%
-52.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.0% | -6.3% |
| 7D | -9.4% | +4.1% | -13.6% | -9.4% |
| 30D | +1.6% | +0.1% | +1.4% | +1.4% |
| 3M | +29.4% | -3.9% | +33.3% | +29.0% |
| 6M | -20.1% | +24.4% | -44.5% | -25.9% |
| YTD | -44.5% | +5.7% | -50.2% | -43.8% |
| 1Y | -46.0% | +6.8% | -52.8% | -42.3% |
| All | -46.0% | +6.5% | -52.5% | -42.3% |
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