-60.3%
TSLL vs PCAR
+99.8%
-160.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.6% | -20.3% | -20.3% |
| 7D | -28.9% | +2.2% | -31.0% | -30.4% |
| 30D | -21.4% | -4.4% | -17.0% | -18.4% |
| 3M | +5.0% | -21.4% | +26.4% | +33.0% |
| 6M | -36.6% | -7.3% | -29.2% | -31.9% |
| YTD | -56.6% | -3.8% | -52.9% | -56.2% |
| 1Y | -60.9% | +6.3% | -67.2% | -64.7% |
| 3Y | -25.2% | +34.4% | -59.6% | -46.6% |
| All | -60.3% | +99.8% | -160.1% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling