-55.4%
TSLL vs PFG
+90.5%
-145.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.3% | -9.9% |
| 7D | +1.9% | +5.5% | -3.6% | -4.6% |
| 30D | +17.8% | +2.4% | +15.4% | +14.2% |
| 3M | -37.0% | +13.6% | -50.6% | -47.4% |
| 6M | -37.7% | +27.9% | -65.6% | -55.8% |
| YTD | -51.4% | +35.6% | -86.9% | -68.8% |
| 1Y | -23.4% | +48.5% | -71.8% | -57.4% |
| 3Y | -30.8% | +66.9% | -97.6% | -63.9% |
| All | -55.4% | +90.5% | -145.9% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling