-18.4%
TSLL vs PBR
+64.0%
-82.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.1% | +9.2% |
| 7D | -21.2% | -16.0% | -5.3% | -15.8% |
| 30D | -13.3% | -22.8% | +9.5% | -6.3% |
| 3M | +15.4% | +3.0% | +12.4% | +9.3% |
| 6M | -34.2% | -8.1% | -26.2% | -34.8% |
| YTD | -52.9% | +63.1% | -116.1% | -69.5% |
| 1Y | -54.3% | +59.3% | -113.6% | -70.3% |
| 3Y | -18.4% | +66.1% | -84.5% | -47.7% |
| All | -18.4% | +64.0% | -82.4% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling