-24.9%
TSLL vs PEGA
+48.6%
-73.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.3% | -19.6% | -20.7% |
| 7D | -28.9% | -1.6% | -27.3% | -28.0% |
| 30D | -21.4% | -3.0% | -18.5% | -20.5% |
| 3M | +5.0% | +5.8% | -0.8% | +0.7% |
| 6M | -36.6% | -8.8% | -27.7% | -36.1% |
| YTD | -56.6% | -43.5% | -13.1% | -42.8% |
| 1Y | -60.9% | -43.4% | -17.5% | -48.6% |
| All | -24.9% | +48.6% | -73.5% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling