-23.4%
TSLL vs PEGA
-30.0%
+6.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.9% | -11.6% |
| 7D | +1.9% | +3.3% | -1.4% | +1.2% |
| 30D | +17.8% | +17.7% | 0.0% | +13.8% |
| 3M | -37.0% | +5.8% | -42.8% | -37.5% |
| 6M | -37.7% | -20.3% | -17.4% | -33.2% |
| YTD | -51.4% | -37.1% | -14.2% | -43.5% |
| 1Y | -23.4% | -30.2% | +6.8% | -14.4% |
| All | -23.4% | -30.0% | +6.6% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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