-60.9%
TSLL vs PCAR
+10.0%
-70.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.6% | -20.3% | -20.9% |
| 7D | -28.9% | +2.2% | -31.0% | -29.7% |
| 30D | -21.4% | -4.4% | -17.0% | -19.3% |
| 3M | +5.0% | -21.4% | +26.4% | +25.6% |
| 6M | -36.6% | -7.3% | -29.2% | -32.6% |
| YTD | -56.6% | -3.8% | -52.9% | -54.8% |
| 1Y | -60.9% | +6.3% | -67.2% | -60.7% |
| All | -60.9% | +10.0% | -70.9% | -60.7% |
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