-48.9%
TSLL vs GTLB
-27.3%
-21.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.4% | +5.1% |
| 7D | +0.5% | -9.6% | +10.1% | +5.8% |
| 30D | +2.7% | -15.5% | +18.2% | +11.0% |
| 3M | +26.3% | +12.4% | +13.9% | +18.7% |
| 6M | -37.2% | +84.6% | -121.7% | -54.6% |
| YTD | -44.2% | +26.1% | -70.3% | -52.6% |
| 1Y | -44.0% | +1.7% | -45.7% | -47.7% |
| 3Y | 0.0% | +6.1% | -6.0% | -8.4% |
| All | -48.9% | -27.3% | -21.6% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling