-49.1%
TSLL vs PBF
+161.3%
-210.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | +17.8% | +6.5% | +11.4% | +16.2% |
| 30D | +8.2% | -20.0% | +28.2% | +13.7% |
| 3M | +20.9% | -3.3% | +24.2% | +20.7% |
| 6M | -37.5% | +76.8% | -114.3% | -46.2% |
| YTD | -44.5% | +168.9% | -213.4% | -59.2% |
| 1Y | -33.0% | +96.4% | -129.3% | -46.3% |
| 3Y | -6.4% | +77.2% | -83.6% | -36.8% |
| All | -49.1% | +161.3% | -210.5% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling