-18.4%
TSLL vs PINS
-38.9%
+20.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.2% | +12.8% | +10.8% |
| 7D | -21.2% | -2.1% | -19.2% | -20.1% |
| 30D | -13.3% | -6.6% | -6.7% | -10.6% |
| 3M | +15.4% | -18.7% | +34.1% | +26.5% |
| 6M | -34.2% | -10.4% | -23.8% | -32.8% |
| YTD | -52.9% | -26.8% | -26.1% | -46.9% |
| 1Y | -54.3% | -27.9% | -26.5% | -48.3% |
| 3Y | -18.4% | -38.7% | +20.3% | -4.6% |
| All | -18.4% | -38.9% | +20.6% | -4.6% |
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