-47.2%
TSLL vs PINS
-15.2%
-32.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.7% |
| 7D | +33.0% | -3.4% | +36.3% | +35.2% |
| 30D | +7.7% | -14.5% | +22.2% | +16.9% |
| 3M | +34.7% | -16.5% | +51.2% | +46.2% |
| 6M | -31.5% | -7.0% | -24.5% | -31.4% |
| YTD | -42.4% | -26.1% | -16.2% | -35.5% |
| 1Y | -39.7% | -30.0% | -9.7% | -30.4% |
| 3Y | +3.4% | -38.5% | +41.8% | +18.7% |
| All | -47.2% | -15.2% | -32.0% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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