-49.1%
TSLL vs PNR
+44.6%
-93.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -4.0% |
| 7D | +17.8% | +0.3% | +17.6% | +17.6% |
| 30D | +8.2% | +31.7% | -23.5% | -19.9% |
| 3M | +20.9% | +2.6% | +18.2% | +16.3% |
| 6M | -37.5% | -6.4% | -31.1% | -35.7% |
| YTD | -44.5% | -33.4% | -11.1% | -17.8% |
| 1Y | -33.0% | -35.1% | +2.1% | +1.8% |
| 3Y | -6.4% | +17.1% | -23.5% | -18.8% |
| All | -49.1% | +44.6% | -93.8% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling