-18.4%
TSLL vs TRGP
+218.9%
-237.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.7% | +11.3% | +10.9% |
| 7D | -21.2% | -16.0% | -5.2% | -8.8% |
| 30D | -13.3% | -6.4% | -6.9% | -8.8% |
| 3M | +15.4% | -1.0% | +16.3% | +13.9% |
| 6M | -34.2% | +7.0% | -41.2% | -42.3% |
| YTD | -52.9% | +46.1% | -99.0% | -72.1% |
| 1Y | -54.3% | +58.7% | -113.0% | -76.1% |
| 3Y | -18.4% | +221.9% | -240.3% | -70.4% |
| All | -18.4% | +218.9% | -237.3% | -70.4% |
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