-60.3%
TSLL vs GRMN
+220.4%
-280.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.0% | -20.9% | -21.0% |
| 7D | -28.9% | +2.3% | -31.2% | -30.6% |
| 30D | -21.4% | +2.6% | -24.0% | -24.1% |
| 3M | +5.0% | -5.0% | +9.9% | +8.8% |
| 6M | -36.6% | +23.1% | -59.6% | -50.3% |
| YTD | -56.6% | +42.9% | -99.6% | -71.6% |
| 1Y | -60.9% | +41.7% | -102.6% | -74.0% |
| 3Y | -25.2% | +160.7% | -186.0% | -73.5% |
| All | -60.3% | +220.4% | -280.7% | -89.9% |
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 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