-52.1%
TSLL vs PFGC
+118.8%
-170.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.0% | +6.9% | +7.6% |
| 7D | -14.3% | +10.8% | -25.1% | -22.9% |
| 30D | -6.2% | +17.8% | -24.0% | -20.5% |
| 3M | +21.2% | -2.7% | +23.9% | +21.9% |
| 6M | -36.6% | +20.0% | -56.6% | -48.8% |
| YTD | -47.8% | +24.3% | -72.1% | -60.6% |
| 1Y | -45.2% | +13.2% | -58.4% | -54.6% |
| 3Y | -3.3% | +85.9% | -89.2% | -45.3% |
| All | -52.1% | +118.8% | -170.9% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling