-46.0%
TSLL vs PFG
+46.8%
-92.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.1% | -10.5% | -7.5% |
| 7D | -9.4% | +4.9% | -14.3% | -10.8% |
| 30D | +1.6% | +5.7% | -4.1% | -0.2% |
| 3M | +29.4% | +2.6% | +26.8% | +28.0% |
| 6M | -20.1% | +19.8% | -39.9% | -25.8% |
| YTD | -44.5% | +36.3% | -80.8% | -51.2% |
| 1Y | -46.0% | +47.9% | -93.9% | -53.1% |
| All | -46.0% | +46.8% | -92.8% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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