-60.3%
TSLL vs PH
+222.4%
-282.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.0% | -19.9% | -19.3% |
| 7D | -28.9% | -3.9% | -25.0% | -24.7% |
| 30D | -21.4% | -9.4% | -12.0% | -10.2% |
| 3M | +5.0% | -10.3% | +15.3% | +19.3% |
| 6M | -36.6% | +2.7% | -39.3% | -40.9% |
| YTD | -56.6% | +2.1% | -58.8% | -61.0% |
| 1Y | -60.9% | +16.2% | -77.1% | -71.9% |
| 3Y | -25.2% | +129.3% | -154.5% | -72.2% |
| All | -60.3% | +222.4% | -282.7% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling