-46.0%
TSLL vs PNR
-31.2%
-14.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.3% | -9.6% | -7.2% |
| 7D | -9.4% | +11.9% | -21.3% | -12.4% |
| 30D | +1.6% | +37.1% | -35.6% | -7.5% |
| 3M | +29.4% | +5.7% | +23.7% | +27.2% |
| 6M | -20.1% | -5.7% | -14.5% | -19.8% |
| YTD | -44.5% | -29.8% | -14.7% | -40.1% |
| 1Y | -46.0% | -31.8% | -14.2% | -40.7% |
| All | -46.0% | -31.2% | -14.8% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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