-51.7%
TSLL vs PBF
+140.5%
-192.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.2% | +2.1% |
| 7D | -11.0% | -15.3% | +4.3% | -7.3% |
| 30D | -5.3% | -21.8% | +16.5% | 0.0% |
| 3M | +20.8% | -0.2% | +21.0% | +19.7% |
| 6M | -36.0% | +63.6% | -99.6% | -44.0% |
| YTD | -47.3% | +147.5% | -194.8% | -60.5% |
| 1Y | -48.4% | +69.8% | -118.3% | -57.0% |
| 3Y | -5.4% | +65.3% | -70.7% | -35.1% |
| All | -51.7% | +140.5% | -192.2% | -67.7% |
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 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