-46.0%
TSLL vs GPN
+20.6%
-66.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.9% | -4.4% | -5.8% |
| 7D | -9.4% | +15.0% | -24.4% | -12.8% |
| 30D | +1.6% | +16.9% | -15.4% | -2.9% |
| 3M | +29.4% | +9.2% | +20.2% | +25.9% |
| 6M | -20.1% | +34.7% | -54.9% | -30.3% |
| YTD | -44.5% | +25.4% | -69.9% | -47.5% |
| 1Y | -46.0% | +21.7% | -67.8% | -48.2% |
| All | -46.0% | +20.6% | -66.6% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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