-5.9%
TSLL vs TRGP
+267.3%
-273.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.7% | +2.1% | +2.6% |
| 7D | +0.5% | +2.4% | -1.9% | -0.6% |
| 30D | +2.7% | +0.8% | +1.8% | +1.8% |
| 3M | +26.3% | +10.4% | +15.9% | +14.4% |
| 6M | -37.2% | +16.3% | -53.4% | -48.4% |
| YTD | -44.2% | +61.1% | -105.4% | -69.7% |
| 1Y | -44.0% | +71.6% | -115.6% | -72.3% |
| All | -5.9% | +267.3% | -273.2% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling