-46.0%
TSLL vs PCAR
+12.4%
-58.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.0% | -10.4% | -8.8% |
| 7D | -9.4% | +3.7% | -13.1% | -11.6% |
| 30D | +1.6% | -2.9% | +4.5% | +3.1% |
| 3M | +29.4% | -21.7% | +51.1% | +56.4% |
| 6M | -20.1% | -6.6% | -13.5% | -15.8% |
| YTD | -44.5% | -2.2% | -42.3% | -43.8% |
| 1Y | -46.0% | +12.2% | -58.2% | -50.1% |
| All | -46.0% | +12.4% | -58.4% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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