-54.3%
TSLL vs PH
+11.6%
-66.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.8% | +6.9% |
| 7D | -21.2% | +2.0% | -23.2% | -21.7% |
| 30D | -13.3% | -3.7% | -9.6% | -11.5% |
| 3M | +15.4% | -14.0% | +29.4% | +22.9% |
| 6M | -34.2% | +2.1% | -36.3% | -36.0% |
| YTD | -52.9% | +5.1% | -58.0% | -53.8% |
| 1Y | -54.3% | +10.9% | -65.3% | -57.0% |
| All | -54.3% | +11.6% | -66.0% | -57.0% |
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