-48.9%
TSLL vs PBR
+47.6%
-96.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.0% | +11.9% | +10.8% |
| 7D | -14.3% | -13.3% | -1.0% | -15.8% |
| 30D | -6.2% | -27.5% | +21.3% | -10.4% |
| 3M | +21.2% | +5.2% | +16.0% | +20.8% |
| 6M | -36.6% | -6.4% | -30.2% | -37.7% |
| YTD | -47.8% | +61.6% | -109.3% | -53.3% |
| All | -48.9% | +47.6% | -96.5% | -53.6% |
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