-48.9%
TSLL vs GRMN
+228.8%
-277.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +4.2% |
| 7D | +0.5% | +1.7% | -1.2% | -0.6% |
| 30D | +2.7% | +10.2% | -7.5% | -6.9% |
| 3M | +26.3% | -4.7% | +31.0% | +30.8% |
| 6M | -37.2% | +22.3% | -59.5% | -50.2% |
| YTD | -44.2% | +46.7% | -90.9% | -64.2% |
| 1Y | -44.0% | +49.6% | -93.6% | -64.7% |
| 3Y | 0.0% | +165.3% | -165.3% | -64.9% |
| All | -48.9% | +228.8% | -277.7% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling