-52.1%
TSLL vs TRGP
+357.2%
-409.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.4% | +7.5% | +8.3% |
| 7D | -14.3% | -7.2% | -7.2% | -8.6% |
| 30D | -6.2% | -4.2% | -2.0% | -3.2% |
| 3M | +21.2% | +7.0% | +14.2% | +13.7% |
| 6M | -36.6% | +11.2% | -47.8% | -44.6% |
| YTD | -47.8% | +51.1% | -98.9% | -66.6% |
| 1Y | -45.2% | +62.0% | -107.3% | -67.7% |
| 3Y | -3.3% | +248.2% | -251.4% | -62.2% |
| All | -52.1% | +357.2% | -409.3% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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