-60.3%
TSLL vs PFG
+84.2%
-144.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.8% | -18.1% | -17.1% |
| 7D | -28.9% | -0.7% | -28.2% | -27.8% |
| 30D | -21.4% | +2.8% | -24.3% | -24.0% |
| 3M | +5.0% | -1.0% | +6.0% | +5.6% |
| 6M | -36.6% | +13.6% | -50.2% | -47.7% |
| YTD | -56.6% | +31.1% | -87.7% | -71.1% |
| 1Y | -60.9% | +43.8% | -104.7% | -77.4% |
| 3Y | -25.2% | +75.0% | -100.3% | -62.6% |
| All | -60.3% | +84.2% | -144.4% | -80.3% |
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