-49.1%
TSLL vs PEGA
+63.3%
-112.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.4% |
| 7D | +17.8% | +0.1% | +17.7% | +17.4% |
| 30D | +8.2% | -4.1% | +12.4% | +9.7% |
| 3M | +20.9% | -2.8% | +23.7% | +20.6% |
| 6M | -37.5% | -0.4% | -37.1% | -40.5% |
| YTD | -44.5% | -45.4% | +0.9% | -26.4% |
| 1Y | -33.0% | -42.6% | +9.7% | -14.5% |
| 3Y | -6.4% | +45.4% | -51.8% | -35.5% |
| All | -49.1% | +63.3% | -112.4% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling