-24.9%
TSLL vs PM
+146.5%
-171.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.6% | -17.3% | -22.9% |
| 7D | -28.9% | -3.4% | -25.5% | -29.5% |
| 30D | -21.4% | +5.8% | -27.3% | -20.1% |
| 3M | +5.0% | +6.7% | -1.7% | +7.0% |
| 6M | -36.6% | +19.9% | -56.5% | -33.5% |
| YTD | -56.6% | +27.8% | -84.4% | -53.7% |
| 1Y | -60.9% | +39.4% | -100.3% | -57.3% |
| All | -24.9% | +146.5% | -171.3% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling