-46.0%
TSLL vs PCG
-14.1%
-31.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.8% | -7.2% | -6.2% |
| 7D | -9.4% | +1.9% | -11.3% | -9.2% |
| 30D | +1.6% | +8.5% | -6.9% | +2.9% |
| 3M | +29.4% | -22.9% | +52.3% | +22.5% |
| 6M | -20.1% | -16.8% | -3.4% | -23.0% |
| YTD | -44.5% | -15.8% | -28.7% | -45.2% |
| 1Y | -46.0% | -16.0% | -30.0% | -46.8% |
| All | -46.0% | -14.1% | -31.9% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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