+3.2%
PG vs TSLL
-30.6%
+33.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -11.8% | +11.5% | -0.4% |
| 7D | +1.9% | +1.9% | 0.0% | +1.9% |
| 30D | -0.2% | +17.8% | -18.0% | -0.2% |
| 3M | +4.8% | -37.0% | +41.8% | +4.7% |
| 6M | -6.1% | -37.7% | +31.6% | -6.2% |
| YTD | +4.5% | -51.4% | +55.8% | +4.3% |
| 1Y | -5.3% | -23.4% | +18.1% | -5.5% |
| All | +3.2% | -30.6% | +33.8% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling