+30.1%
PG vs TSLL
-53.8%
+83.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +4.1% | -11.0% | +15.1% | +4.1% |
| 30D | +12.3% | -5.3% | +17.6% | +12.3% |
| 3M | +15.9% | +20.8% | -4.9% | +15.9% |
| 6M | +16.8% | -36.0% | +52.8% | +16.8% |
| YTD | +21.1% | -47.3% | +68.4% | +21.2% |
| 1Y | +19.3% | -48.4% | +67.7% | +19.3% |
| 3Y | +20.6% | -5.4% | +26.0% | +19.2% |
| All | +30.1% | -53.8% | +83.9% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling