-34.2%
TSLL vs TRGP
+5.4%
-39.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.7% | +11.3% | +8.4% |
| 7D | -21.2% | -16.0% | -5.2% | -24.0% |
| 30D | -13.3% | -6.4% | -6.9% | -13.0% |
| 3M | +15.4% | -1.0% | +16.3% | +19.7% |
| 6M | -34.2% | +7.0% | -41.2% | -28.2% |
| All | -34.2% | +5.4% | -39.6% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling