-47.2%
TSLL vs PBF
+158.9%
-206.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +2.9% |
| 7D | +33.0% | +3.8% | +29.2% | +31.8% |
| 30D | +7.7% | -22.2% | +29.9% | +13.9% |
| 3M | +34.7% | +1.3% | +33.5% | +33.1% |
| 6M | -31.5% | +69.0% | -100.5% | -40.5% |
| YTD | -42.4% | +166.5% | -208.8% | -57.5% |
| 1Y | -39.7% | +88.1% | -127.8% | -51.0% |
| 3Y | +3.4% | +77.9% | -74.6% | -30.2% |
| All | -47.2% | +158.9% | -206.1% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling