-20.8%
TSLL vs PNC
+22.9%
-43.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.1% | +9.0% | +8.3% |
| 7D | +5.8% | +2.3% | +3.5% | +4.7% |
| 30D | +21.7% | -3.8% | +25.5% | +23.5% |
| 3M | -28.2% | +7.8% | -36.0% | -29.3% |
| 6M | -29.5% | +19.7% | -49.2% | -33.9% |
| YTD | -47.5% | +19.1% | -66.7% | -50.7% |
| 1Y | -20.8% | +23.1% | -43.9% | -31.8% |
| All | -20.8% | +22.9% | -43.7% | -31.8% |
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