-52.1%
TSLL vs GRMN
+226.4%
-278.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +9.0% |
| 7D | -14.3% | +6.4% | -20.7% | -19.2% |
| 30D | -6.2% | +8.7% | -14.9% | -13.9% |
| 3M | +21.2% | -5.8% | +27.0% | +26.7% |
| 6M | -36.6% | +22.5% | -59.1% | -49.9% |
| YTD | -47.8% | +45.6% | -93.4% | -66.3% |
| 1Y | -45.2% | +47.5% | -92.7% | -65.0% |
| 3Y | -3.3% | +166.2% | -169.5% | -66.3% |
| All | -52.1% | +226.4% | -278.6% | -88.0% |
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