-52.1%
TSLL vs GPC
-6.3%
-45.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.3% | +8.6% | +9.7% |
| 7D | -14.3% | +0.8% | -15.1% | -14.5% |
| 30D | -6.2% | -1.1% | -5.1% | -6.1% |
| 3M | +21.2% | -6.6% | +27.8% | +24.6% |
| 6M | -36.6% | +22.2% | -58.8% | -46.4% |
| YTD | -47.8% | +5.1% | -52.8% | -52.2% |
| 1Y | -45.2% | +2.8% | -48.0% | -49.4% |
| 3Y | -3.3% | +2.4% | -5.6% | -19.0% |
| All | -52.1% | -6.3% | -45.8% | -57.2% |
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