-23.4%
TSLL vs PBR
+70.4%
-93.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -9.9% | -12.0% |
| 7D | +1.9% | +8.6% | -6.7% | +2.3% |
| 30D | +17.8% | +12.8% | +5.0% | +18.7% |
| 3M | -37.0% | +14.7% | -51.7% | -36.0% |
| 6M | -37.7% | +25.2% | -62.8% | -42.3% |
| YTD | -51.4% | +77.1% | -128.5% | -60.5% |
| 1Y | -23.4% | +69.6% | -92.9% | -37.9% |
| All | -23.4% | +70.4% | -93.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling