-46.0%
TSLL vs PEP
+2.4%
-48.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.8% | -10.1% | -4.2% |
| 7D | -9.4% | +7.4% | -16.8% | -5.5% |
| 30D | +1.6% | +13.3% | -11.8% | +9.5% |
| 3M | +29.4% | +3.5% | +25.9% | +32.4% |
| 6M | -20.1% | -5.9% | -14.2% | -21.4% |
| YTD | -44.5% | +2.3% | -46.8% | -43.9% |
| 1Y | -46.0% | +3.7% | -49.7% | -43.7% |
| All | -46.0% | +2.4% | -48.4% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling