-52.1%
TSLL vs GPN
-20.7%
-31.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.4% | +10.5% | +10.6% |
| 7D | -14.3% | -1.9% | -12.4% | -12.7% |
| 30D | -6.2% | +18.9% | -25.1% | -19.3% |
| 3M | +21.2% | +13.8% | +7.3% | +6.5% |
| 6M | -36.6% | +42.3% | -78.8% | -55.8% |
| YTD | -47.8% | +27.6% | -75.3% | -60.8% |
| 1Y | -45.2% | +30.3% | -75.5% | -59.8% |
| 3Y | -3.3% | -5.8% | +2.5% | -2.1% |
| All | -52.1% | -20.7% | -31.4% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling