-56.8%
TSLL vs GRMN
+219.5%
-276.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.3% | +8.9% | +8.9% |
| 7D | -21.2% | +4.7% | -25.9% | -24.7% |
| 30D | -13.3% | +3.4% | -16.7% | -16.9% |
| 3M | +15.4% | -5.0% | +20.4% | +19.6% |
| 6M | -34.2% | +18.6% | -52.8% | -46.6% |
| YTD | -52.9% | +42.5% | -95.4% | -69.1% |
| 1Y | -54.3% | +42.3% | -96.7% | -69.8% |
| 3Y | -18.4% | +158.5% | -176.8% | -70.8% |
| All | -56.8% | +219.5% | -276.3% | -89.0% |
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 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