-52.0%
TSLL vs PGR
+98.2%
-150.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +5.1% | -2.7% | +7.8% | +5.0% |
| 30D | +20.0% | +0.7% | +19.3% | +20.0% |
| 3M | -23.8% | +7.7% | -31.5% | -24.0% |
| 6M | -30.3% | +4.3% | -34.6% | -30.4% |
| YTD | -47.7% | +0.7% | -48.4% | -47.5% |
| 1Y | -21.2% | -5.7% | -15.5% | -19.9% |
| 3Y | -26.9% | +73.7% | -100.5% | -29.8% |
| All | -52.0% | +98.2% | -150.3% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling