-52.0%
TSLL vs GWRE
+79.5%
-131.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +1.9% |
| 7D | +5.1% | -26.2% | +31.3% | +19.3% |
| 30D | +20.0% | -17.8% | +37.7% | +29.9% |
| 3M | -23.8% | +14.2% | -38.0% | -30.2% |
| 6M | -30.3% | -12.9% | -17.4% | -29.4% |
| YTD | -47.7% | -29.2% | -18.4% | -40.9% |
| 1Y | -21.2% | -44.4% | +23.2% | +2.4% |
| 3Y | -26.9% | +51.1% | -78.0% | -52.6% |
| All | -52.0% | +79.5% | -131.5% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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