-49.1%
TSLL vs PGR
+117.0%
-166.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +17.8% | +3.5% | +14.3% | +18.1% |
| 30D | +8.2% | +10.5% | -2.2% | +9.0% |
| 3M | +20.9% | +12.9% | +7.9% | +21.9% |
| 6M | -37.5% | +20.4% | -57.9% | -37.4% |
| YTD | -44.5% | +10.3% | -54.8% | -43.9% |
| 1Y | -33.0% | +12.5% | -45.5% | -32.5% |
| 3Y | -6.4% | +59.3% | -65.6% | -5.9% |
| All | -49.1% | +117.0% | -166.2% | -56.7% |
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