-18.4%
TSLL vs PBF
+59.0%
-77.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -7.4% | -7.8% | -13.1% |
| 7D | -21.2% | -13.8% | -7.5% | -17.9% |
| 30D | -13.3% | -19.6% | +6.3% | -8.5% |
| 3M | +15.4% | +10.3% | +5.1% | +10.6% |
| 6M | -34.2% | +63.4% | -97.7% | -44.3% |
| YTD | -52.9% | +152.6% | -205.5% | -68.0% |
| 1Y | -54.3% | +87.4% | -141.7% | -65.1% |
| 3Y | -18.4% | +63.3% | -81.6% | -51.9% |
| All | -18.4% | +59.0% | -77.4% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling