-33.3%
TSLL vs PBR
+91.0%
-124.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -9.9% | -11.0% |
| 7D | +1.9% | +8.6% | -6.7% | -1.8% |
| 30D | +17.8% | +12.8% | +5.0% | +11.6% |
| 3M | -37.0% | +14.7% | -51.7% | -41.1% |
| 6M | -37.7% | +25.2% | -62.8% | -47.6% |
| YTD | -51.4% | +77.1% | -128.5% | -67.8% |
| 1Y | -23.4% | +69.6% | -92.9% | -48.1% |
| All | -33.3% | +91.0% | -124.2% | -55.6% |
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 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