-63.2%
TSLL vs PLTU
+131.7%
-194.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.8% |
| 7D | +33.0% | +21.9% | +11.1% | +23.2% |
| 30D | +7.7% | -35.3% | +43.0% | +27.7% |
| 3M | +34.7% | -7.7% | +42.4% | +38.3% |
| 6M | -31.5% | +24.2% | -55.8% | -45.3% |
| YTD | -42.4% | -37.5% | -4.8% | -41.5% |
| 1Y | -39.7% | -43.6% | +3.9% | -35.9% |
| All | -63.2% | +131.7% | -194.8% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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