-35.3%
TSLL vs PCAR
+66.6%
-101.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -12.0% |
| 7D | +1.9% | -0.5% | +2.4% | +2.6% |
| 30D | +17.8% | -6.2% | +24.0% | +26.6% |
| 3M | -37.0% | +5.9% | -42.9% | -40.3% |
| 6M | -37.7% | +0.4% | -38.1% | -38.2% |
| YTD | -51.4% | +14.8% | -66.2% | -59.1% |
| 1Y | -23.4% | +30.1% | -53.5% | -44.9% |
| All | -35.3% | +66.6% | -101.9% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling