-55.4%
TSLL vs PH
+247.8%
-303.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.6% | -11.6% |
| 7D | +1.9% | -3.1% | +5.0% | +6.3% |
| 30D | +17.8% | -3.2% | +21.0% | +20.7% |
| 3M | -37.0% | +10.6% | -47.6% | -46.9% |
| 6M | -37.7% | -2.1% | -35.5% | -38.8% |
| YTD | -51.4% | +10.2% | -61.6% | -60.5% |
| 1Y | -23.4% | +28.2% | -51.6% | -52.3% |
| 3Y | -30.8% | +134.9% | -165.7% | -75.7% |
| All | -55.4% | +247.8% | -303.3% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling