-54.3%
TSLL vs PEGA
-45.2%
-9.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.5% | +12.1% | +9.2% |
| 7D | -21.2% | -4.5% | -16.7% | -20.5% |
| 30D | -13.3% | -5.7% | -7.6% | -12.6% |
| 3M | +15.4% | +2.6% | +12.8% | +14.2% |
| 6M | -34.2% | -10.6% | -23.6% | -32.9% |
| YTD | -52.9% | -45.5% | -7.4% | -43.3% |
| 1Y | -54.3% | -44.8% | -9.6% | -45.9% |
| All | -54.3% | -45.2% | -9.1% | -45.9% |
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