-55.4%
TSLL vs PFGC
+93.1%
-148.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.3% | -11.4% |
| 7D | +1.9% | -2.2% | +4.1% | +3.9% |
| 30D | +17.8% | -11.9% | +29.7% | +32.0% |
| 3M | -37.0% | +5.0% | -42.0% | -41.3% |
| 6M | -37.7% | +8.6% | -46.3% | -44.0% |
| YTD | -51.4% | +9.7% | -61.1% | -58.1% |
| 1Y | -23.4% | -6.3% | -17.1% | -22.0% |
| 3Y | -30.8% | +58.2% | -89.0% | -54.2% |
| All | -55.4% | +93.1% | -148.5% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling