-52.7%
TSLL vs PGR
+100.2%
-152.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +1.0% |
| 7D | +6.1% | -0.6% | +6.7% | +6.1% |
| 30D | +20.6% | +4.9% | +15.7% | +20.9% |
| 3M | -25.4% | +7.6% | -33.1% | -25.6% |
| 6M | -34.2% | +8.3% | -42.5% | -34.5% |
| YTD | -48.4% | +1.7% | -50.1% | -48.2% |
| 1Y | -30.8% | -6.8% | -24.0% | -29.3% |
| 3Y | -37.4% | +73.4% | -110.9% | -39.8% |
| All | -52.7% | +100.2% | -152.9% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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