-38.0%
TSLL vs PGR
+73.8%
-111.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.3% |
| 7D | -7.3% | -3.4% | -3.9% | -8.0% |
| 30D | +15.8% | +1.8% | +14.0% | +16.1% |
| 3M | -19.5% | +5.9% | -25.4% | -18.6% |
| 6M | -32.1% | +4.6% | -36.6% | -31.0% |
| YTD | -48.9% | +1.1% | -49.9% | -47.9% |
| 1Y | -23.4% | -6.6% | -16.8% | -20.4% |
| All | -38.0% | +73.8% | -111.8% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling