-33.0%
TSLL vs PBR
+46.7%
-79.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -3.6% |
| 7D | +17.8% | -1.0% | +18.9% | +17.8% |
| 30D | +8.2% | -29.3% | +37.5% | +3.0% |
| 3M | +20.9% | +5.5% | +15.3% | +20.9% |
| 6M | -37.5% | -2.9% | -34.6% | -38.2% |
| YTD | -44.5% | +61.5% | -106.0% | -50.2% |
| 1Y | -33.0% | +46.9% | -79.8% | -37.0% |
| All | -33.0% | +46.7% | -79.7% | -37.0% |
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