-49.1%
TSLL vs GTLB
-26.7%
-22.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.2% |
| 7D | +17.8% | -0.7% | +18.6% | +18.1% |
| 30D | +8.2% | -10.2% | +18.5% | +14.1% |
| 3M | +20.9% | +10.1% | +10.8% | +14.6% |
| 6M | -37.5% | +116.5% | -154.0% | -58.1% |
| YTD | -44.5% | +27.2% | -71.7% | -53.0% |
| 1Y | -33.0% | +8.6% | -41.5% | -39.7% |
| 3Y | -6.4% | +5.6% | -11.9% | -14.2% |
| All | -49.1% | -26.7% | -22.5% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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