-55.4%
TSLL vs PEGA
+87.9%
-143.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.9% | -11.3% |
| 7D | +1.9% | +3.3% | -1.4% | +0.3% |
| 30D | +17.8% | +17.7% | 0.0% | +7.7% |
| 3M | -37.0% | +5.8% | -42.8% | -40.0% |
| 6M | -37.7% | -20.3% | -17.4% | -31.4% |
| YTD | -51.4% | -37.1% | -14.2% | -39.2% |
| 1Y | -23.4% | -30.2% | +6.8% | -12.1% |
| 3Y | -30.8% | +48.1% | -78.9% | -51.8% |
| All | -55.4% | +87.9% | -143.4% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling