-35.3%
TSLL vs GPC
-1.1%
-34.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.1% | -13.0% | -12.4% |
| 7D | +1.9% | +1.2% | +0.7% | +1.2% |
| 30D | +17.8% | +6.0% | +11.8% | +14.6% |
| 3M | -37.0% | +42.6% | -79.6% | -49.4% |
| 6M | -37.7% | +22.8% | -60.4% | -45.3% |
| YTD | -51.4% | +15.5% | -66.8% | -56.6% |
| 1Y | -23.4% | +2.0% | -25.4% | -26.2% |
| All | -35.3% | -1.1% | -34.2% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling