-39.7%
TSLL vs PFGC
+13.9%
-53.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.5% |
| 7D | +33.0% | +0.3% | +32.7% | +32.8% |
| 30D | +7.7% | +16.1% | -8.4% | +5.5% |
| 3M | +34.7% | +2.4% | +32.4% | +35.9% |
| 6M | -31.5% | +15.7% | -47.2% | -32.8% |
| YTD | -42.4% | +22.3% | -64.6% | -44.4% |
| 1Y | -39.7% | +13.9% | -53.6% | -46.2% |
| All | -39.7% | +13.9% | -53.5% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling