-37.2%
TSLL vs GTLB
+84.4%
-121.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.4% | +5.5% |
| 7D | +0.5% | -9.6% | +10.1% | +3.3% |
| 30D | +2.7% | -15.5% | +18.2% | +6.7% |
| 3M | +26.3% | +12.4% | +13.9% | +24.0% |
| 6M | -37.2% | +84.6% | -121.7% | -36.0% |
| All | -37.2% | +84.4% | -121.6% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling