-23.4%
TSLL vs PEP
-4.0%
-19.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.1% | -12.9% |
| 7D | +1.9% | -2.4% | +4.3% | +0.3% |
| 30D | +17.8% | -0.8% | +18.6% | +17.0% |
| 3M | -37.0% | -2.2% | -34.8% | -37.6% |
| 6M | -37.7% | -14.4% | -23.3% | -42.1% |
| YTD | -51.4% | -2.2% | -49.1% | -50.9% |
| 1Y | -23.4% | -2.6% | -20.8% | -17.1% |
| All | -23.4% | -4.0% | -19.4% | -17.1% |
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