-52.1%
TSLL vs PPG
+7.9%
-60.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +8.4% |
| 7D | -14.3% | +0.3% | -14.6% | -14.3% |
| 30D | -6.2% | +20.5% | -26.7% | -22.9% |
| 3M | +21.2% | +5.3% | +15.9% | +13.9% |
| 6M | -36.6% | +15.8% | -52.4% | -46.1% |
| YTD | -47.8% | +24.6% | -72.3% | -60.9% |
| 1Y | -45.2% | +33.6% | -78.8% | -62.7% |
| 3Y | -3.3% | +5.0% | -8.3% | -13.0% |
| All | -52.1% | +7.9% | -60.1% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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