-52.1%
TSLL vs PBF
+153.8%
-205.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.4% | +7.5% | +10.1% |
| 7D | -14.3% | -7.4% | -6.9% | -12.5% |
| 30D | -6.2% | -17.5% | +11.3% | -2.1% |
| 3M | +21.2% | +13.1% | +8.1% | +16.7% |
| 6M | -36.6% | +72.6% | -109.2% | -45.1% |
| YTD | -47.8% | +161.2% | -209.0% | -61.3% |
| 1Y | -45.2% | +93.3% | -138.6% | -55.9% |
| 3Y | -3.3% | +80.7% | -83.9% | -34.6% |
| All | -52.1% | +153.8% | -205.9% | -68.4% |
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