-5.4%
TSLL vs PM
+144.1%
-149.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +1.1% |
| 7D | -11.0% | -6.6% | -4.4% | -12.4% |
| 30D | -5.3% | -3.4% | -1.8% | -5.7% |
| 3M | +20.8% | +5.3% | +15.5% | +23.0% |
| 6M | -36.0% | +15.5% | -51.5% | -33.4% |
| YTD | -47.3% | +24.3% | -71.5% | -44.0% |
| 1Y | -48.4% | +29.7% | -78.1% | -44.6% |
| 3Y | -5.4% | +144.9% | -150.4% | +1.4% |
| All | -5.4% | +144.1% | -149.5% | +1.4% |
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