-33.0%
TSLL vs GPC
-0.7%
-32.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.7% |
| 7D | +17.8% | +0.4% | +17.4% | +17.8% |
| 30D | +8.2% | -6.3% | +14.5% | +8.3% |
| 3M | +20.9% | -8.2% | +29.0% | +20.7% |
| 6M | -37.5% | +27.1% | -64.6% | -43.2% |
| YTD | -44.5% | +3.1% | -47.6% | -44.7% |
| 1Y | -33.0% | +0.1% | -33.0% | -33.8% |
| All | -33.0% | -0.7% | -32.2% | -33.8% |
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