-44.0%
TSLL vs PNR
-35.4%
-8.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.9% |
| 7D | +0.5% | -3.7% | +4.2% | +1.9% |
| 30D | +2.7% | +33.1% | -30.5% | -5.0% |
| 3M | +26.3% | +3.7% | +22.6% | +25.4% |
| 6M | -37.2% | -7.7% | -29.5% | -36.3% |
| YTD | -44.2% | -32.4% | -11.8% | -39.8% |
| 1Y | -44.0% | -35.0% | -9.0% | -39.1% |
| All | -44.0% | -35.4% | -8.6% | -39.1% |
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