-55.4%
TSLL vs GWRE
+104.9%
-160.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -19.9% | +8.1% | -3.1% |
| 7D | +1.9% | -21.1% | +23.0% | +12.8% |
| 30D | +17.8% | +1.3% | +16.5% | +17.3% |
| 3M | -37.0% | +7.4% | -44.5% | -39.9% |
| 6M | -37.7% | +5.6% | -43.3% | -42.3% |
| YTD | -51.4% | -19.2% | -32.2% | -47.9% |
| 1Y | -23.4% | -25.1% | +1.8% | -15.4% |
| 3Y | -30.8% | +87.7% | -118.5% | -60.2% |
| All | -55.4% | +104.9% | -160.4% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling