-44.0%
TSLL vs PEP
+4.5%
-48.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.9% |
| 7D | +0.5% | +1.1% | -0.6% | +1.1% |
| 30D | +2.7% | +13.6% | -11.0% | +10.7% |
| 3M | +26.3% | +5.1% | +21.2% | +30.5% |
| 6M | -37.2% | -1.6% | -35.6% | -36.9% |
| YTD | -44.2% | +3.3% | -47.6% | -43.7% |
| 1Y | -44.0% | +3.2% | -47.2% | -42.9% |
| All | -44.0% | +4.5% | -48.5% | -42.9% |
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