-46.0%
TSLL vs PNC
+32.8%
-78.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.8% | -8.1% | -7.2% |
| 7D | -9.4% | +2.3% | -11.7% | -10.5% |
| 30D | +1.6% | +7.0% | -5.4% | -1.8% |
| 3M | +29.4% | -7.3% | +36.7% | +34.4% |
| 6M | -20.1% | +8.9% | -29.1% | -22.5% |
| YTD | -44.5% | +15.5% | -60.0% | -50.8% |
| 1Y | -46.0% | +31.8% | -77.8% | -60.8% |
| All | -46.0% | +32.8% | -78.8% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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