-35.3%
TSLL vs PINS
-25.8%
-9.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.7% | -10.7% |
| 7D | +1.9% | -12.0% | +13.9% | +8.4% |
| 30D | +17.8% | -12.7% | +30.4% | +25.8% |
| 3M | -37.0% | -5.5% | -31.5% | -35.7% |
| 6M | -37.7% | +5.3% | -42.9% | -41.0% |
| YTD | -51.4% | -21.2% | -30.2% | -46.7% |
| 1Y | -23.4% | -45.0% | +21.7% | +1.4% |
| All | -35.3% | -25.8% | -9.5% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling