-56.8%
TSLL vs PH
+231.7%
-288.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.8% | +4.8% |
| 7D | -21.2% | +2.0% | -23.2% | -22.7% |
| 30D | -13.3% | -3.7% | -9.6% | -8.4% |
| 3M | +15.4% | -14.0% | +29.4% | +40.7% |
| 6M | -34.2% | +2.1% | -36.3% | -38.1% |
| YTD | -52.9% | +5.1% | -58.0% | -59.1% |
| 1Y | -54.3% | +10.9% | -65.3% | -63.7% |
| 3Y | -18.4% | +132.9% | -151.3% | -70.4% |
| All | -56.8% | +231.7% | -288.5% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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