-48.9%
TSLL vs PEGA
+58.1%
-107.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | +0.5% | -8.6% | +9.1% | +5.3% |
| 30D | +2.7% | -10.1% | +12.7% | +7.8% |
| 3M | +26.3% | -4.7% | +31.0% | +27.4% |
| 6M | -37.2% | -8.0% | -29.2% | -37.5% |
| YTD | -44.2% | -47.1% | +2.9% | -24.8% |
| 1Y | -44.0% | -47.5% | +3.5% | -24.3% |
| 3Y | 0.0% | +40.2% | -40.2% | -29.8% |
| All | -48.9% | +58.1% | -107.0% | -69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling