-55.4%
TSLL vs TRGP
+382.7%
-438.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -10.9% |
| 7D | +1.9% | +0.8% | +1.1% | +1.5% |
| 30D | +17.8% | +11.5% | +6.3% | +6.9% |
| 3M | -37.0% | +9.0% | -46.0% | -43.0% |
| 6M | -37.7% | +20.5% | -58.2% | -49.6% |
| YTD | -51.4% | +59.5% | -110.9% | -70.1% |
| 1Y | -23.4% | +77.9% | -101.3% | -58.6% |
| 3Y | -30.8% | +253.6% | -284.4% | -73.5% |
| All | -55.4% | +382.7% | -438.1% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling