-49.1%
TSLL vs GRMN
+216.6%
-265.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -2.7% |
| 7D | +17.8% | -0.9% | +18.7% | +18.9% |
| 30D | +8.2% | +1.2% | +7.1% | +6.1% |
| 3M | +20.9% | -8.9% | +29.8% | +30.1% |
| 6M | -37.5% | +23.0% | -60.5% | -51.0% |
| YTD | -44.5% | +41.2% | -85.7% | -63.2% |
| 1Y | -33.0% | +47.5% | -80.5% | -57.5% |
| 3Y | -6.4% | +155.8% | -162.1% | -66.1% |
| All | -49.1% | +216.6% | -265.8% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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