-35.3%
TSLL vs PBF
+65.3%
-100.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.5% |
| 7D | +1.9% | +4.3% | -2.4% | +0.8% |
| 30D | +17.8% | +22.0% | -4.2% | +11.4% |
| 3M | -37.0% | +74.5% | -111.5% | -46.3% |
| 6M | -37.7% | +67.7% | -105.4% | -48.1% |
| YTD | -51.4% | +179.2% | -230.6% | -66.7% |
| 1Y | -23.4% | +170.0% | -193.4% | -48.5% |
| All | -35.3% | +65.3% | -100.7% | -63.2% |
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