-37.7%
TSLL vs PNR
-37.9%
+0.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.0% |
| 7D | +1.9% | -2.4% | +4.3% | +2.7% |
| 30D | +17.8% | -12.8% | +30.5% | +23.3% |
| 3M | -37.0% | -17.0% | -20.0% | -33.8% |
| 6M | -37.7% | -37.4% | -0.3% | -15.5% |
| All | -37.7% | -37.9% | +0.2% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling