-56.8%
TSLL vs PNR
+44.2%
-101.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.4% | +11.0% | +11.0% |
| 7D | -21.2% | +2.8% | -24.0% | -23.4% |
| 30D | -13.3% | +31.2% | -44.5% | -35.6% |
| 3M | +15.4% | -2.1% | +17.5% | +16.6% |
| 6M | -34.2% | -14.0% | -20.3% | -25.8% |
| YTD | -52.9% | -33.6% | -19.3% | -30.1% |
| 1Y | -54.3% | -35.2% | -19.2% | -30.4% |
| 3Y | -18.4% | +15.8% | -34.2% | -28.4% |
| All | -56.8% | +44.2% | -101.1% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling