-35.3%
TSLL vs PCOR
-14.4%
-20.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.3% | -7.6% | -9.0% |
| 7D | +1.9% | -9.0% | +10.9% | +8.9% |
| 30D | +17.8% | +4.2% | +13.6% | +15.2% |
| 3M | -37.0% | +14.4% | -51.4% | -43.0% |
| 6M | -37.7% | +0.2% | -37.8% | -41.0% |
| YTD | -51.4% | -20.3% | -31.1% | -44.8% |
| 1Y | -23.4% | -16.1% | -7.2% | -19.2% |
| All | -35.3% | -14.4% | -20.9% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling