-60.3%
TSLL vs GPC
-7.2%
-53.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.6% | -20.3% | -21.1% |
| 7D | -28.9% | +1.7% | -30.6% | -29.4% |
| 30D | -21.4% | -2.3% | -19.1% | -20.9% |
| 3M | +5.0% | -4.5% | +9.5% | +6.6% |
| 6M | -36.6% | +21.6% | -58.1% | -46.3% |
| YTD | -56.6% | +4.0% | -60.7% | -60.1% |
| 1Y | -60.9% | +3.5% | -64.4% | -64.2% |
| 3Y | -25.2% | +2.1% | -27.4% | -37.6% |
| All | -60.3% | -7.2% | -53.0% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling