-60.3%
TSLL vs PEGA
+68.9%
-129.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.3% | -19.6% | -20.6% |
| 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% | +0.6% |
| 6M | -36.6% | -8.8% | -27.7% | -36.3% |
| YTD | -56.6% | -43.5% | -13.1% | -43.3% |
| 1Y | -60.9% | -43.4% | -17.5% | -49.0% |
| 3Y | -25.2% | +48.6% | -73.8% | -48.8% |
| All | -60.3% | +68.9% | -129.2% | -77.2% |
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