-52.1%
TSLL vs PNC
+64.0%
-116.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.3% | +7.6% |
| 7D | -14.3% | -0.2% | -14.2% | -13.4% |
| 30D | -6.2% | +6.5% | -12.6% | -12.5% |
| 3M | +21.2% | -7.6% | +28.8% | +33.6% |
| 6M | -36.6% | +8.5% | -45.1% | -43.1% |
| YTD | -47.8% | +14.5% | -62.2% | -57.5% |
| 1Y | -45.2% | +29.7% | -74.9% | -62.5% |
| 3Y | -3.3% | +115.7% | -118.9% | -57.2% |
| All | -52.1% | +64.0% | -116.1% | -69.7% |
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