-52.1%
TSLL vs PNR
+48.6%
-100.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.9% | +7.8% |
| 7D | -14.3% | -0.5% | -13.8% | -13.5% |
| 30D | -6.2% | +34.4% | -40.6% | -31.8% |
| 3M | +21.2% | +2.4% | +18.8% | +17.3% |
| 6M | -36.6% | -7.8% | -28.8% | -33.4% |
| YTD | -47.8% | -31.6% | -16.2% | -24.6% |
| 1Y | -45.2% | -33.6% | -11.6% | -18.0% |
| 3Y | -3.3% | +19.9% | -23.2% | -18.0% |
| All | -52.1% | +48.6% | -100.8% | -69.7% |
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 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