-60.3%
TSLL vs PCOR
+19.5%
-79.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | 0.0% | -21.9% | -21.9% |
| 7D | -28.9% | +23.7% | -52.6% | -40.1% |
| 30D | -21.4% | +39.0% | -60.4% | -39.3% |
| 3M | +5.0% | +35.8% | -30.8% | -18.1% |
| 6M | -36.6% | +38.2% | -74.8% | -53.5% |
| YTD | -56.6% | +3.9% | -60.6% | -61.5% |
| 1Y | -60.9% | +5.7% | -66.5% | -66.4% |
| 3Y | -25.2% | +44.8% | -70.0% | -47.6% |
| All | -60.3% | +19.5% | -79.8% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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