-56.8%
TSLL vs PFG
+81.0%
-137.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.7% | +10.3% | +10.7% |
| 7D | -21.2% | -0.6% | -20.6% | -20.3% |
| 30D | -13.3% | +2.0% | -15.3% | -15.4% |
| 3M | +15.4% | -3.2% | +18.6% | +19.1% |
| 6M | -34.2% | +10.9% | -45.2% | -44.3% |
| YTD | -52.9% | +28.8% | -81.8% | -68.0% |
| 1Y | -54.3% | +39.2% | -93.5% | -72.4% |
| 3Y | -18.4% | +75.0% | -93.4% | -59.0% |
| All | -56.8% | +81.0% | -137.9% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling