-55.4%
TSLL vs PNC
+72.6%
-128.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -12.1% |
| 7D | +1.9% | +1.4% | +0.5% | +0.1% |
| 30D | +17.8% | -3.8% | +21.6% | +23.2% |
| 3M | -37.0% | +9.0% | -46.0% | -43.6% |
| 6M | -37.7% | +16.6% | -54.3% | -49.4% |
| YTD | -51.4% | +20.4% | -71.8% | -63.0% |
| 1Y | -23.4% | +22.3% | -45.7% | -43.5% |
| 3Y | -30.8% | +124.5% | -155.3% | -71.1% |
| All | -55.4% | +72.6% | -128.0% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling