-51.9%
TSLL vs GPN
-27.7%
-24.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.4% | +11.2% | +10.7% |
| 7D | +5.8% | -0.7% | +6.5% | +5.8% |
| 30D | +21.7% | +3.8% | +17.9% | +17.1% |
| 3M | -28.2% | +39.2% | -67.4% | -47.9% |
| 6M | -29.5% | +17.9% | -47.3% | -41.2% |
| YTD | -47.5% | +16.4% | -63.9% | -56.8% |
| 1Y | -20.8% | +3.6% | -24.4% | -27.9% |
| 3Y | -26.7% | -26.7% | 0.0% | -7.3% |
| All | -51.9% | -27.7% | -24.3% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling