-56.8%
TSLL vs GPC
-8.5%
-48.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.3% | +10.0% | +9.3% |
| 7D | -21.2% | +1.6% | -22.8% | -21.8% |
| 30D | -13.3% | -2.1% | -11.2% | -12.9% |
| 3M | +15.4% | -6.8% | +22.2% | +18.6% |
| 6M | -34.2% | +18.6% | -52.8% | -43.6% |
| YTD | -52.9% | +2.7% | -55.6% | -56.4% |
| 1Y | -54.3% | +1.8% | -56.1% | -57.8% |
| 3Y | -18.4% | +1.1% | -19.4% | -31.7% |
| All | -56.8% | -8.5% | -48.4% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling