-49.1%
TSLL vs PCAR
+103.0%
-152.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.0% | -10.4% | -10.3% |
| 7D | -9.4% | +3.7% | -13.1% | -12.9% |
| 30D | +1.6% | -2.9% | +4.5% | +3.4% |
| 3M | +29.4% | -21.7% | +51.1% | +64.1% |
| 6M | -20.1% | -6.6% | -13.5% | -15.2% |
| YTD | -44.5% | -2.2% | -42.3% | -45.0% |
| 1Y | -46.0% | +12.2% | -58.2% | -54.2% |
| 3Y | -4.3% | +36.5% | -40.8% | -33.0% |
| All | -49.1% | +103.0% | -152.1% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling