-55.4%
TSLL vs GTLB
-23.5%
-32.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.1% | -12.9% | -12.3% |
| 7D | +1.9% | +11.1% | -9.2% | -3.1% |
| 30D | +17.8% | +37.8% | -20.0% | +1.2% |
| 3M | -37.0% | +61.6% | -98.6% | -50.0% |
| 6M | -37.7% | +98.9% | -136.6% | -56.8% |
| YTD | -51.4% | +32.8% | -84.1% | -59.4% |
| 1Y | -23.4% | +14.7% | -38.0% | -33.1% |
| 3Y | -30.8% | +1.3% | -32.1% | -35.6% |
| All | -55.4% | -23.5% | -32.0% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling