-51.9%
TSLL vs PNR
+23.5%
-75.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.6% | +10.5% | +10.7% |
| 7D | +5.8% | -3.0% | +8.8% | +9.0% |
| 30D | +21.7% | -14.9% | +36.6% | +44.3% |
| 3M | -28.2% | -19.0% | -9.2% | -13.0% |
| 6M | -29.5% | -35.9% | +6.5% | +10.4% |
| YTD | -47.5% | -43.1% | -4.4% | -7.2% |
| 1Y | -20.8% | -46.4% | +25.6% | +50.8% |
| 3Y | -26.7% | -10.8% | -15.9% | -14.6% |
| All | -51.9% | +23.5% | -75.4% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling