-27.9%
PFE vs TSLL
-57.4%
+29.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.8% | +10.6% | -1.0% |
| 7D | +1.8% | +1.9% | -0.1% | +1.7% |
| 30D | +10.2% | +17.8% | -7.5% | +9.9% |
| 3M | +12.7% | -37.0% | +49.7% | +13.2% |
| 6M | +10.5% | -37.7% | +48.2% | +10.9% |
| YTD | +20.2% | -51.4% | +71.5% | +21.0% |
| 1Y | +24.1% | -23.4% | +47.4% | +23.6% |
| 3Y | -3.6% | -30.8% | +27.2% | -5.4% |
| All | -27.9% | -57.4% | +29.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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