-48.9%
TSLL vs TRGP
+387.5%
-436.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.7% | +2.1% | +2.9% |
| 7D | +0.5% | +2.4% | -1.9% | -0.5% |
| 30D | +2.7% | +0.8% | +1.8% | +1.9% |
| 3M | +26.3% | +10.4% | +15.9% | +15.9% |
| 6M | -37.2% | +16.3% | -53.4% | -46.8% |
| YTD | -44.2% | +61.1% | -105.4% | -66.0% |
| 1Y | -44.0% | +71.6% | -115.6% | -68.3% |
| 3Y | 0.0% | +267.5% | -267.4% | -62.6% |
| All | -48.9% | +387.5% | -436.4% | -83.5% |
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