-20.8%
TSLL vs GPN
+3.9%
-24.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.4% | +11.2% | +9.0% |
| 7D | +5.8% | -0.7% | +6.5% | +5.7% |
| 30D | +21.7% | +3.8% | +17.9% | +19.8% |
| 3M | -28.2% | +39.2% | -67.4% | -38.1% |
| 6M | -29.5% | +17.9% | -47.3% | -35.4% |
| YTD | -47.5% | +16.4% | -63.9% | -50.5% |
| 1Y | -20.8% | +3.6% | -24.4% | -18.9% |
| All | -20.8% | +3.9% | -24.7% | -18.9% |
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