-55.4%
TSLL vs PGR
+101.4%
-156.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.7% | -11.9% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +17.8% | +2.9% | +14.9% | +17.9% |
| 3M | -37.0% | +12.1% | -49.1% | -37.3% |
| 6M | -37.7% | +3.7% | -41.3% | -37.5% |
| YTD | -51.4% | +2.4% | -53.7% | -51.2% |
| 1Y | -23.4% | -6.4% | -17.0% | -21.6% |
| 3Y | -30.8% | +76.8% | -107.6% | -33.6% |
| All | -55.4% | +101.4% | -156.9% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling