-49.1%
TSLL vs PM
+144.7%
-193.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.7% |
| 7D | +17.8% | +0.5% | +17.3% | +17.8% |
| 30D | +8.2% | -3.2% | +11.5% | +8.6% |
| 3M | +20.9% | +6.2% | +14.6% | +21.0% |
| 6M | -37.5% | +7.7% | -45.2% | -37.4% |
| YTD | -44.5% | +27.3% | -71.8% | -45.6% |
| 1Y | -33.0% | +32.8% | -65.7% | -34.7% |
| 3Y | -6.4% | +150.0% | -156.4% | -41.6% |
| All | -49.1% | +144.7% | -193.8% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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