-55.4%
TSLL vs TPG
+101.5%
-156.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -10.7% |
| 7D | +1.9% | -2.4% | +4.3% | +5.0% |
| 30D | +17.8% | +11.1% | +6.7% | +6.0% |
| 3M | -37.0% | +26.3% | -63.3% | -50.8% |
| 6M | -37.7% | +18.3% | -56.0% | -48.5% |
| YTD | -51.4% | -14.4% | -36.9% | -44.5% |
| 1Y | -23.4% | -6.7% | -16.6% | -23.2% |
| 3Y | -30.8% | +111.5% | -142.2% | -61.2% |
| All | -55.4% | +101.5% | -156.9% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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