-49.1%
TSLL vs PCOR
+19.5%
-68.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +19.7% | -26.0% | -19.2% |
| 7D | -9.4% | +21.8% | -31.3% | -22.9% |
| 30D | +1.6% | +39.5% | -38.0% | -21.7% |
| 3M | +29.4% | +35.2% | -5.8% | +1.3% |
| 6M | -20.1% | +21.7% | -41.9% | -35.8% |
| YTD | -44.5% | +3.9% | -48.4% | -50.6% |
| 1Y | -46.0% | +6.9% | -53.0% | -54.1% |
| 3Y | -4.3% | +44.8% | -49.0% | -33.0% |
| All | -49.1% | +19.5% | -68.7% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling