-20.8%
TSLL vs PBR
+77.4%
-98.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.5% | +4.3% | +7.9% |
| 7D | +5.8% | +2.5% | +3.3% | +5.8% |
| 30D | +21.7% | +19.4% | +2.3% | +22.9% |
| 3M | -28.2% | +20.8% | -49.0% | -27.1% |
| 6M | -29.5% | +23.5% | -52.9% | -34.0% |
| YTD | -47.5% | +83.4% | -130.9% | -58.2% |
| 1Y | -20.8% | +77.6% | -98.3% | -37.4% |
| All | -20.8% | +77.4% | -98.2% | -37.4% |
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