-56.8%
TSLL vs PEGA
+63.0%
-119.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.5% | +12.1% | +10.5% |
| 7D | -21.2% | -4.5% | -16.7% | -19.1% |
| 30D | -13.3% | -5.7% | -7.6% | -11.1% |
| 3M | +15.4% | +2.6% | +12.8% | +12.2% |
| 6M | -34.2% | -10.6% | -23.6% | -33.4% |
| YTD | -52.9% | -45.5% | -7.4% | -37.3% |
| 1Y | -54.3% | -44.8% | -9.6% | -39.9% |
| 3Y | -18.4% | +45.5% | -63.9% | -43.6% |
| All | -56.8% | +63.0% | -119.8% | -74.8% |
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