-7.9%
PG vs TSLL
-21.9%
+14.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.4% | +5.1% | -8.5% | -3.2% |
| 30D | -2.6% | +20.0% | -22.6% | -2.1% |
| 3M | -3.3% | -23.8% | +20.4% | -3.9% |
| 6M | -6.7% | -30.3% | +23.6% | -7.3% |
| YTD | +1.7% | -47.7% | +49.4% | +0.4% |
| 1Y | -7.9% | -21.2% | +13.3% | -8.5% |
| All | -7.9% | -21.9% | +14.0% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling