-52.0%
TSLL vs PPG
-7.7%
-44.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +2.2% |
| 7D | +5.1% | -3.7% | +8.9% | +8.7% |
| 30D | +20.0% | -7.2% | +27.2% | +29.1% |
| 3M | -23.8% | -7.3% | -16.4% | -17.5% |
| 6M | -30.3% | +0.3% | -30.5% | -31.9% |
| YTD | -47.7% | +6.5% | -54.2% | -53.7% |
| 1Y | -21.2% | +0.5% | -21.7% | -26.2% |
| 3Y | -26.9% | -15.3% | -11.6% | -17.6% |
| All | -52.0% | -7.7% | -44.3% | -51.1% |
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