-55.4%
TSLL vs GRMN
+208.7%
-264.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.8% |
| 7D | +1.9% | -2.9% | +4.8% | +4.8% |
| 30D | +17.8% | -8.4% | +26.2% | +28.1% |
| 3M | -37.0% | +15.0% | -52.0% | -46.5% |
| 6M | -37.7% | +11.2% | -48.9% | -45.6% |
| YTD | -51.4% | +37.7% | -89.1% | -66.5% |
| 1Y | -23.4% | +18.5% | -41.8% | -38.5% |
| 3Y | -30.8% | +175.8% | -206.6% | -77.3% |
| All | -55.4% | +208.7% | -264.1% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling