-56.8%
TSLL vs PM
+141.3%
-198.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +8.7% |
| 7D | -21.2% | -5.2% | -16.0% | -21.0% |
| 30D | -13.3% | +2.7% | -16.0% | -13.1% |
| 3M | +15.4% | +5.2% | +10.2% | +15.5% |
| 6M | -34.2% | +17.0% | -51.2% | -34.8% |
| YTD | -52.9% | +25.5% | -78.4% | -53.8% |
| 1Y | -54.3% | +35.5% | -89.9% | -55.7% |
| 3Y | -18.4% | +143.9% | -162.3% | -48.5% |
| All | -56.8% | +141.3% | -198.1% | -71.8% |
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