-51.9%
TSLL vs PBR
+212.8%
-264.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.5% | +4.3% | +6.6% |
| 7D | +5.8% | +2.5% | +3.3% | +4.9% |
| 30D | +21.7% | +19.4% | +2.3% | +14.4% |
| 3M | -28.2% | +20.8% | -49.0% | -33.3% |
| 6M | -29.5% | +23.5% | -52.9% | -36.9% |
| YTD | -47.5% | +83.4% | -130.9% | -61.0% |
| 1Y | -20.8% | +77.6% | -98.3% | -40.3% |
| 3Y | -26.7% | +99.9% | -126.6% | -46.7% |
| All | -51.9% | +212.8% | -264.7% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling