-48.9%
TSLL vs PM
+31.5%
-80.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.4% | +13.3% | +10.3% |
| 7D | -14.3% | -7.3% | -7.0% | -15.6% |
| 30D | -6.2% | -4.0% | -2.1% | -6.3% |
| 3M | +21.2% | +2.7% | +18.4% | +23.3% |
| 6M | -36.6% | +14.9% | -51.4% | -34.2% |
| YTD | -47.8% | +23.5% | -71.3% | -45.0% |
| All | -48.9% | +31.5% | -80.4% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling