-52.0%
TSLL vs GPN
-29.6%
-22.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +2.0% |
| 7D | +5.1% | -6.2% | +11.4% | +10.3% |
| 30D | +20.0% | +1.0% | +18.9% | +18.0% |
| 3M | -23.8% | +36.9% | -60.6% | -44.0% |
| 6M | -30.3% | +16.8% | -47.1% | -41.6% |
| YTD | -47.7% | +13.2% | -60.9% | -56.0% |
| 1Y | -21.2% | +1.4% | -22.6% | -27.1% |
| 3Y | -26.9% | -28.6% | +1.8% | -5.4% |
| All | -52.0% | -29.6% | -22.4% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling