-48.4%
TSLL vs PH
+14.9%
-63.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -11.0% | +2.1% | -13.2% | -12.1% |
| 30D | -5.3% | +0.3% | -5.6% | -5.8% |
| 3M | +20.8% | -8.8% | +29.6% | +24.6% |
| 6M | -36.0% | +10.0% | -46.0% | -40.3% |
| YTD | -47.3% | +10.5% | -57.8% | -50.9% |
| 1Y | -48.4% | +15.5% | -64.0% | -54.4% |
| All | -48.4% | +14.9% | -63.3% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling