-46.0%
TSLL vs PBF
+120.1%
-166.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.7% | +0.3% | -6.0% |
| 7D | -9.4% | -0.9% | -8.5% | -9.4% |
| 30D | +1.6% | -13.7% | +15.3% | +2.2% |
| 3M | +29.4% | +10.6% | +18.8% | +28.0% |
| 6M | -20.1% | +61.2% | -81.3% | -20.8% |
| YTD | -44.5% | +172.7% | -217.2% | -48.3% |
| 1Y | -46.0% | +111.0% | -157.0% | -46.7% |
| All | -46.0% | +120.1% | -166.1% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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