-56.8%
TSLL vs PFGC
+110.4%
-167.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.0% | +10.6% | +10.3% |
| 7D | -21.2% | +8.5% | -29.7% | -28.1% |
| 30D | -13.3% | +15.0% | -28.3% | -25.4% |
| 3M | +15.4% | -6.2% | +21.6% | +19.4% |
| 6M | -34.2% | +15.7% | -50.0% | -45.4% |
| YTD | -52.9% | +19.6% | -72.5% | -63.4% |
| 1Y | -54.3% | +13.2% | -67.5% | -63.0% |
| 3Y | -18.4% | +77.0% | -95.3% | -52.1% |
| All | -56.8% | +110.4% | -167.3% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling